ITF Group AD GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:36.26% (+11.95%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 10.0796 | 0.05 | |
| 0.4933 | 0.07 | |
| 0.9974 | 12.00 | |
| 2.9302 | 0.04 |
Estimation Period:
Nov 21, 2023 to Feb 13, 2026
Nov 21, 2023 to Feb 13, 2026
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