Festi HF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:23.18% (-1.08%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.5085 | 4.50 | |
| 0.1128 | 9.65 | |
| 0.8919 | 34.48 | |
| 2.7784 | 9.40 |
Estimation Period:
Dec 19, 2013 to Feb 6, 2026
Dec 19, 2013 to Feb 6, 2026
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