Morningstar Inc GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:41.64% (+0.74%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 12.8142 | 6.55 | |
| 0.0623 | 67.76 | |
| 0.9985 | 5,255.33 | |
| 4.3089 | 31.26 |
Estimation Period:
May 3, 2005 to Feb 6, 2026
May 3, 2005 to Feb 6, 2026
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