Laboratorio Reig Jofre GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:33.38% (-3.61%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 9.3705 | 2.84 | |
| 0.1183 | 21.34 | |
| 0.9596 | 68.95 | |
| 2.5554 | 23.80 |
Estimation Period:
Jul 1, 2019 to Jan 30, 2026
Jul 1, 2019 to Jan 30, 2026
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