Mmtc GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:57.81% (-4.45%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 14.8001 | 4.35 | |
| 0.1532 | 25.51 | |
| 0.9491 | 78.52 | |
| 2.9542 | 22.31 |
Estimation Period:
Apr 24, 2007 to Feb 6, 2026
Apr 24, 2007 to Feb 6, 2026
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