Forrester Research Inc GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:34.81% (-1.81%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 16.6606 | 6.08 | |
| 0.0614 | 76.20 | |
| 0.9979 | 3,452.91 | |
| 4.5885 | 31.82 |
Estimation Period:
Nov 28, 1996 to Feb 6, 2026
Nov 28, 1996 to Feb 6, 2026
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