Pervez Ahmed Consultancy GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:41.67% (-0.99%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 31.7972 | 8.55 | |
| 0.1713 | 25.98 | |
| 0.9256 | 110.01 | |
| 3.6536 | 15.65 |
Estimation Period:
Feb 12, 2008 to Feb 6, 2026
Feb 12, 2008 to Feb 6, 2026
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