NewMarket Corp GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:29.93% (-0.10%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 7.2883 | 5.50 | |
| 0.0496 | 76.89 | |
| 0.9969 | 2,047.00 | |
| 4.0828 | 36.02 |
Estimation Period:
Jan 1, 1990 to Feb 6, 2026
Jan 1, 1990 to Feb 6, 2026
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