Dynamic Active ED YLD CVR OP GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:14.09% (-1.34%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4286 | 6.44 | |
| 0.0880 | 18.48 | |
| 0.9717 | 256.94 | |
| 3.5695 | 15.21 |
Estimation Period:
Sep 20, 2022 to Feb 6, 2026
Sep 20, 2022 to Feb 6, 2026
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