Interactive Brokers Group Inc GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:47.93% (-0.15%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 5.3668 | 3.79 | |
| 0.0678 | 31.04 | |
| 0.9901 | 381.69 | |
| 4.8114 | 9.34 |
Estimation Period:
May 4, 2007 to Feb 13, 2026
May 4, 2007 to Feb 13, 2026
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