Pricer AB GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:66.92% (-2.90%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 16.1064 | 3.34 | |
| 0.0686 | 47.86 | |
| 0.9897 | 324.29 | |
| 3.2251 | 25.19 |
Estimation Period:
Apr 10, 1995 to Feb 13, 2026
Apr 10, 1995 to Feb 13, 2026
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