Integrated System Credit GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:140.20% (+17.25%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 75.9929 | 2.95 | |
| 0.1454 | 35.63 | |
| 0.9658 | 83.99 | |
| 2.1062 | 201.11 |
Estimation Period:
Dec 22, 2021 to Feb 6, 2026
Dec 22, 2021 to Feb 6, 2026
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