Mezza Qstp LLC GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Sunday, February 15th, 2026:84.31% (-5.44%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 763.8459 | 8.20 | |
| 0.1038 | 37.92 | |
| 0.9976 | 3,654.08 | |
| 2.0142 | 2,906.56 |
Estimation Period:
Aug 23, 2023 to Feb 12, 2026
Aug 23, 2023 to Feb 12, 2026
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