GPT Group/The GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, December 12th, 2025:21.45% (-0.59%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.0758 | 7.22 | |
| 0.0669 | 35.17 | |
| 0.9896 | 650.63 | |
| 7.1541 | 6.61 |
Estimation Period:
Jan 1, 1990 to Dec 5, 2025
Jan 1, 1990 to Dec 5, 2025
Other GPT Group/The Analyses
Other GAS-GARCH Student T Analyses on Real Estate