EVT Ltd GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:27.53% (+1.23%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 4.4916 | 8.57 | |
| 0.0743 | 31.57 | |
| 0.9602 | 214.42 | |
| 2.9877 | 22.32 |
Estimation Period:
Jan 29, 1990 to Feb 6, 2026
Jan 29, 1990 to Feb 6, 2026
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