Parametric Equity Premi Incm GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:11.40% (-1.55%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5334 | 25.50 | |
| 0.1624 | 4.89 | |
| 0.3088 | 6.85 | |
| 7.0762 | 1.06 |
Estimation Period:
Oct 19, 2023 to Feb 13, 2026
Oct 19, 2023 to Feb 13, 2026
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