Pitti Engineering Ltd GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:66.42% (-8.01%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 14.0796 | 4.56 | |
| 0.1038 | 17.04 | |
| 0.9477 | 82.09 | |
| 3.1930 | 10.67 |
Estimation Period:
Oct 9, 2008 to Feb 6, 2026
Oct 9, 2008 to Feb 6, 2026
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