Monika Alcobev Limited GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:42.06% (-4.34%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 30.4016 | 6.36 | |
| 0.1052 | 13.00 | |
| 0.9948 | 897.80 | |
| 2.7628 | 21.16 |
Estimation Period:
Jul 23, 2025 to Jan 30, 2026
Jul 23, 2025 to Jan 30, 2026
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