Yamashin-Filter Corp GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:48.16% (-3.94%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 10.9692 | 11.88 | |
| 0.1545 | 4.13 | |
| 0.0000 | 0.00 | |
| 2.9353 | 3.06 |
Estimation Period:
Oct 23, 2024 to Jan 30, 2026
Oct 23, 2024 to Jan 30, 2026
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