Rana Gruber Asa GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:6.73% (+0.03%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 21.1567 | 7.49 | |
| 0.0820 | 51.01 | |
| 0.9990 | 6,283.02 | |
| 3.0469 | 126.41 |
Estimation Period:
Feb 26, 2021 to Feb 13, 2026
Feb 26, 2021 to Feb 13, 2026
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