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	param	t-stat
$ω$	2.1084	3.87
$α$	0.1508	2.16
$β$	0.5021	4.50
$ν$	3.1877	1.35

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Hotchkis & Wily SM CP D V FD GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Thursday, February 12th, 2026:18.91% (-2.14%)

Date Range:

Parameter Estimates

Other Hotchkis & Wily SM CP D V FD Analyses