Note AB GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:27.49% (+0.43%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 7.3826 | 4.14 | |
| 0.0843 | 22.52 | |
| 0.9780 | 181.68 | |
| 3.7947 | 11.59 |
Estimation Period:
Jun 23, 2004 to Feb 6, 2026
Jun 23, 2004 to Feb 6, 2026
Other GAS-GARCH Student T Analyses on International Equities