Hardcastle & Waud Manufact GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:50.75% (-4.66%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 11.9322 | 30.56 | |
| 0.1136 | 14.68 | |
| 0.8788 | 134.37 | |
| 7.5541 | 3.85 |
Estimation Period:
May 4, 2011 to Feb 13, 2026
May 4, 2011 to Feb 13, 2026
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