Lubelski Wegiel Bogdanka Sa GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:43.95% (-3.94%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 6.7225 | 4.19 | |
| 0.0980 | 22.53 | |
| 0.9713 | 140.89 | |
| 3.6585 | 10.45 |
Estimation Period:
Jul 22, 2009 to Feb 6, 2026
Jul 22, 2009 to Feb 6, 2026
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