Frontier Asset Glbl SM CAP GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:25.46% (+5.67%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1487 | 10.63 | |
| 0.1903 | 2.87 | |
| 0.2678 | 3.30 | |
| 4.7841 | 1.22 |
Estimation Period:
Dec 20, 2024 to Feb 6, 2026
Dec 20, 2024 to Feb 6, 2026
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