Omer S.P.A GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:34.65% (-2.65%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 5.4301 | 6.88 | |
| 0.1031 | 4.06 | |
| 0.7769 | 21.16 | |
| 4.0487 | 1.85 |
Estimation Period:
Aug 4, 2021 to Feb 6, 2026
Aug 4, 2021 to Feb 6, 2026
Other GAS-GARCH Student T Analyses on International Equities