Maison Pommery & Associes SA GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:23.08% (+2.47%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 4.0649 | 3.98 | |
| 0.1057 | 34.16 | |
| 0.9756 | 156.52 | |
| 2.9991 | 24.62 |
Estimation Period:
Apr 8, 1998 to Feb 6, 2026
Apr 8, 1998 to Feb 6, 2026
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