Impax Asset Management Grp GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:55.76% (+0.20%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 11.3329 | 4.54 | |
| 0.0346 | 8.14 | |
| 0.9762 | 155.02 | |
| 4.4548 | 2.89 |
Estimation Period:
Nov 16, 2020 to Feb 6, 2026
Nov 16, 2020 to Feb 6, 2026
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