Edmond DE Rothschild Real ES GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:9.28% (+0.50%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7806 | 5.14 | |
| 0.0576 | 36.29 | |
| 0.9921 | 656.16 | |
| 4.3006 | 15.79 |
Estimation Period:
Mar 21, 2011 to Feb 6, 2026
Mar 21, 2011 to Feb 6, 2026
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