Laurent-Perrier GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:21.80% (-0.90%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 9.7262 | 3.07 | |
| 0.1245 | 74.03 | |
| 0.9873 | 241.09 | |
| 2.5176 | 85.57 |
Estimation Period:
Jun 10, 1999 to Feb 6, 2026
Jun 10, 1999 to Feb 6, 2026
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