iOCO Ltd GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:57.64% (+9.24%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 265.7415 | 7.94 | |
| 0.0922 | 126.51 | |
| 0.9990 | 8,121.95 | |
| 2.1708 | 1,490.95 |
Estimation Period:
Aug 17, 1998 to Feb 6, 2026
Aug 17, 1998 to Feb 6, 2026
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