Ernst Russ Ag GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:27.12% (-1.63%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 60.1312 | 5.93 | |
| 0.1035 | 120.24 | |
| 0.9953 | 1,337.70 | |
| 2.6674 | 177.35 |
Estimation Period:
Oct 6, 2005 to Feb 13, 2026
Oct 6, 2005 to Feb 13, 2026
Other Ernst Russ Ag Analyses
Other GAS-GARCH Student T Analyses on International Equities