Manati Capital Hedge Fund GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:14.58% (+3.17%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 4.3357 | 2.58 | |
| 0.2199 | 24.22 | |
| 0.9414 | 43.25 | |
| 2.2739 | 60.98 |
Estimation Period:
Aug 29, 2022 to Feb 6, 2026
Aug 29, 2022 to Feb 6, 2026
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