Psp Projects GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:63.99% (+1.18%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 12.1866 | 3.15 | |
| 0.1149 | 43.71 | |
| 0.9866 | 245.00 | |
| 3.2428 | 23.45 |
Estimation Period:
May 29, 2017 to Feb 6, 2026
May 29, 2017 to Feb 6, 2026
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