Hoaphat Textbook Printing GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Thursday, June 5th, 2025:2.10% (0.00%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 10.0839 | 8.76 | |
| 0.2299 | 1,336.53 | |
| 0.9990 | 8,840.71 | |
| 2.0000 | 2,000,000.00 |
Estimation Period:
Sep 3, 2010 to Jun 4, 2025
Sep 3, 2010 to Jun 4, 2025
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