Transition Evergreen GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Thursday, June 5th, 2025:26.89% (-0.01%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 179.5530 | 8.18 | |
| 0.0965 | 122.52 | |
| 0.9965 | 2,548.57 | |
| 2.4164 | 341.11 |
Estimation Period:
Jun 12, 1997 to May 30, 2025
Jun 12, 1997 to May 30, 2025
Other Transition Evergreen Analyses
Other GAS-GARCH Student T Analyses on International Equities