Marcus & Millichap Inc GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:36.13% (+1.11%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 5.4175 | 3.24 | |
| 0.0564 | 22.40 | |
| 0.9864 | 214.66 | |
| 4.5059 | 5.77 |
Estimation Period:
Oct 31, 2013 to Feb 6, 2026
Oct 31, 2013 to Feb 6, 2026
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