Microdata GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:41.50% (+0.12%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 13.9507 | 3.46 | |
| 0.0923 | 44.49 | |
| 0.9829 | 189.61 | |
| 2.6600 | 39.84 |
Estimation Period:
Jan 7, 2008 to Feb 6, 2026
Jan 7, 2008 to Feb 6, 2026
Other GAS-GARCH Student T Analyses on International Equities