Nelco GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:52.19% (+0.77%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 13.1564 | 5.84 | |
| 0.0776 | 24.69 | |
| 0.9749 | 194.44 | |
| 4.2407 | 10.24 |
Estimation Period:
Oct 16, 2003 to Feb 13, 2026
Oct 16, 2003 to Feb 13, 2026
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