Hawkins Cooker GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:22.90% (-1.33%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 21.0486 | 8.14 | |
| 0.0717 | 108.43 | |
| 0.9977 | 3,897.31 | |
| 3.0708 | 157.13 |
Estimation Period:
Sep 25, 1995 to Feb 6, 2026
Sep 25, 1995 to Feb 6, 2026
Other Hawkins Cooker Analyses
Other GAS-GARCH Student T Analyses on International Equities