Mersen GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:35.41% (-2.03%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 5.7987 | 5.59 | |
| 0.0818 | 22.32 | |
| 0.9721 | 181.22 | |
| 4.0653 | 9.60 |
Estimation Period:
Jan 1, 1990 to Feb 6, 2026
Jan 1, 1990 to Feb 6, 2026
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