Dynamic Portfolio Management GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:707,555.68% (+110,035.53%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 6.2700 | 18.24 | |
| 0.1398 | 647.34 | |
| 0.9990 | 18,163.64 | |
| 2.0000 | 20,000,000.00 |
Estimation Period:
Mar 16, 2012 to Feb 6, 2026
Mar 16, 2012 to Feb 6, 2026
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