Integrated Research Ltd GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:58.30% (-4.38%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 15.1122 | 3.78 | |
| 0.0741 | 23.76 | |
| 0.9813 | 198.77 | |
| 3.6932 | 11.21 |
Estimation Period:
Dec 13, 2000 to Feb 6, 2026
Dec 13, 2000 to Feb 6, 2026
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