Merchants Bancorp GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:37.82% (-3.86%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 6.1068 | 6.50 | |
| 0.1175 | 8.87 | |
| 0.8961 | 54.22 | |
| 4.3144 | 3.81 |
Estimation Period:
Oct 27, 2017 to Feb 6, 2026
Oct 27, 2017 to Feb 6, 2026
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