Mpc Muenchmeyer Petersen Cap GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:29.76% (-2.31%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 44.7688 | 4.51 | |
| 0.1099 | 97.17 | |
| 0.9962 | 1,251.45 | |
| 3.7424 | 50.59 |
Estimation Period:
Nov 23, 2000 to Feb 6, 2026
Nov 23, 2000 to Feb 6, 2026
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