Nepi Rockcastle Nv GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:15.60% (-0.94%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 3.0521 | 3.73 | |
| 0.0980 | 26.79 | |
| 0.9710 | 120.64 | |
| 2.8968 | 20.87 |
Estimation Period:
Jun 13, 2011 to Feb 6, 2026
Jun 13, 2011 to Feb 6, 2026
Other Nepi Rockcastle Nv Analyses
Other GAS-GARCH Student T Analyses on International Equities