De Tam Jsc GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:38.85% (-0.24%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 11.2654 | 39.26 | |
| 0.1640 | 13.47 | |
| 0.8618 | 90.34 | |
| 22.5763 | 1.47 |
Estimation Period:
Jul 16, 2010 to Feb 6, 2026
Jul 16, 2010 to Feb 6, 2026
Other GAS-GARCH Student T Analyses on International Equities