Western Asst Emerg Mrkt Debt GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:8.93% (-0.60%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 15.4331 | 5.29 | |
| 0.1270 | 57.97 | |
| 0.9990 | 5,370.97 | |
| 5.8119 | 13.51 |
Estimation Period:
Nov 19, 2008 to Feb 6, 2026
Nov 19, 2008 to Feb 6, 2026
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