ESI SPA GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:53.93% (-6.04%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 188.6681 | 5.92 | |
| 0.1549 | 66.94 | |
| 0.9979 | 2,961.23 | |
| 3.0142 | 53.58 |
Estimation Period:
Oct 26, 2020 to Feb 6, 2026
Oct 26, 2020 to Feb 6, 2026
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