Peter Warren Automotive Hold GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:34.30% (-11.80%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 6.0438 | 11.34 | |
| 0.1756 | 4.50 | |
| 0.4816 | 9.96 | |
| 3.9593 | 2.66 |
Estimation Period:
Apr 27, 2021 to Feb 6, 2026
Apr 27, 2021 to Feb 6, 2026
Other Peter Warren Automotive Hold Analyses
Other GAS-GARCH Student T Analyses on International Equities