Netbay PCL GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:31.48% (-0.14%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 8.7612 | 3.90 | |
| 0.0510 | 33.68 | |
| 0.9835 | 237.22 | |
| 2.9755 | 16.26 |
Estimation Period:
Jun 16, 2016 to Feb 6, 2026
Jun 16, 2016 to Feb 6, 2026
Other GAS-GARCH Student T Analyses on International Equities