Perella Weinberg Partners GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:48.95% (-0.69%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 5.8974 | 4.05 | |
| 0.0315 | 9.02 | |
| 0.9875 | 219.98 | |
| 4.8614 | 3.41 |
Estimation Period:
Sep 25, 2020 to Feb 13, 2026
Sep 25, 2020 to Feb 13, 2026
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