ISS A/S GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:29.31% (-15.26%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 255.1318 | 6.11 | |
| 0.3107 | 44.84 | |
| 0.9974 | 2,006.86 | |
| 2.6428 | 16.55 |
Estimation Period:
Sep 9, 2025 to Feb 6, 2026
Sep 9, 2025 to Feb 6, 2026
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