Ab Sagax GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:31.10% (+0.90%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 9.3583 | 6.78 | |
| 0.0202 | 12.89 | |
| 0.9990 | 1,429.18 | |
| 7.1601 | 1.99 |
Estimation Period:
Feb 23, 2022 to Feb 6, 2026
Feb 23, 2022 to Feb 6, 2026
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