National Housing Finance GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:6,624.19% (-1,602.31%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 7.8121 | 9.64 | |
| 0.1402 | 449.51 | |
| 0.9990 | 9,336.45 | |
| 2.0000 | 20,000,120.00 |
Estimation Period:
Jan 14, 2009 to Feb 5, 2026
Jan 14, 2009 to Feb 5, 2026
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