FactSet Research Systems Inc GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:46.82% (-2.30%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 6.2617 | 4.45 | |
| 0.0646 | 60.57 | |
| 0.9944 | 854.31 | |
| 4.1690 | 22.95 |
Estimation Period:
Jun 28, 1996 to Feb 6, 2026
Jun 28, 1996 to Feb 6, 2026
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