Auto Nejma GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, January 16th, 2026:497.29% (-48.48%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 6.0735 | 126.63 | |
| 0.0665 | 1,209.22 | |
| 0.9965 | 55,359.78 | |
| 2.0000 | 20,000,000.00 |
Estimation Period:
May 3, 1999 to Jan 15, 2026
May 3, 1999 to Jan 15, 2026
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