GPT Group/The GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:22.63% (-0.86%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.0747 | 7.22 | |
| 0.0667 | 35.21 | |
| 0.9896 | 650.20 | |
| 7.1469 | 6.61 |
Estimation Period:
Jan 1, 1990 to Feb 6, 2026
Jan 1, 1990 to Feb 6, 2026
Other GPT Group/The Analyses
Other GAS-GARCH Student T Analyses on Real Estate