Pinetree Capital Ltd GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:62.61% (-4.17%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 96.7963 | 6.59 | |
| 0.0791 | 96.92 | |
| 0.9971 | 2,455.99 | |
| 3.4379 | 84.48 |
Estimation Period:
Dec 16, 1999 to Feb 13, 2026
Dec 16, 1999 to Feb 13, 2026
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