ICG PLC GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:4,437.51% (+11.84%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 4.2003 | 20.26 | |
| 0.0621 | 193.37 | |
| 0.9989 | 16,930.75 | |
| 2.0000 | 20,000,410.00 |
Estimation Period:
May 31, 1994 to Feb 6, 2026
May 31, 1994 to Feb 6, 2026
Other GAS-GARCH Student T Analyses on International Equities