ISS A/S GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:27.64% (+3.02%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 3.2586 | 3.51 | |
| 0.0955 | 14.91 | |
| 0.9698 | 109.29 | |
| 4.3675 | 5.47 |
Estimation Period:
Mar 13, 2014 to Feb 13, 2026
Mar 13, 2014 to Feb 13, 2026
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