Oxford Metrics PLC GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:516.43% (-94.39%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1,692.8880 | 2.77 | |
| 0.1926 | 130.03 | |
| 0.9857 | 189.63 | |
| 2.0020 | 20,639.05 |
Estimation Period:
Jan 2, 2007 to Feb 6, 2026
Jan 2, 2007 to Feb 6, 2026
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