Groupe Neurones GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:31.16% (-10.15%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.7424 | 15.19 | |
| 0.1684 | 5.39 | |
| 0.6656 | 24.80 | |
| 6.3271 | 1.75 |
Estimation Period:
Oct 27, 2021 to Feb 6, 2026
Oct 27, 2021 to Feb 6, 2026
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