Nrc Group Asa GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:49.90% (-0.18%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 36.2968 | 6.66 | |
| 0.0726 | 105.69 | |
| 0.9959 | 1,772.02 | |
| 3.0797 | 101.77 |
Estimation Period:
Aug 5, 1993 to Feb 6, 2026
Aug 5, 1993 to Feb 6, 2026
Other Nrc Group Asa Analyses
Other GAS-GARCH Student T Analyses on International Equities