Informa PLC GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:26.99% (-1.00%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 4.7697 | 5.79 | |
| 0.0747 | 44.45 | |
| 0.9840 | 345.64 | |
| 3.2048 | 31.67 |
Estimation Period:
Apr 16, 1998 to Feb 6, 2026
Apr 16, 1998 to Feb 6, 2026
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