Melnick Even Desenvolvimento GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:30.30% (+1.01%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 6.2411 | 7.30 | |
| 0.1323 | 7.30 | |
| 0.8686 | 43.34 | |
| 4.9176 | 2.87 |
Estimation Period:
Sep 28, 2020 to Feb 13, 2026
Sep 28, 2020 to Feb 13, 2026
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