Demisas Dokum Emaye GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:47.59% (-6.41%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 16.4512 | 3.84 | |
| 0.1320 | 37.32 | |
| 0.9758 | 156.90 | |
| 3.1958 | 24.10 |
Estimation Period:
Jul 28, 1997 to Feb 6, 2026
Jul 28, 1997 to Feb 6, 2026
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