Ray Sigorta GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:46.24% (-2.94%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 27.1638 | 3.41 | |
| 0.1533 | 42.74 | |
| 0.9785 | 154.56 | |
| 3.2227 | 27.67 |
Estimation Period:
Aug 14, 1997 to Feb 6, 2026
Aug 14, 1997 to Feb 6, 2026
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