1St Capital Securities Corp GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:49.93% (-3.22%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 23.3784 | 14.86 | |
| 0.1807 | 19.73 | |
| 0.8446 | 78.80 | |
| 3.9841 | 11.94 |
Estimation Period:
Nov 24, 2004 to Feb 6, 2026
Nov 24, 2004 to Feb 6, 2026
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