Robertet SA GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:35.33% (+0.17%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 4.9270 | 9.37 | |
| 0.1241 | 20.25 | |
| 0.8744 | 61.24 | |
| 2.5560 | 26.20 |
Estimation Period:
Jan 1, 1990 to Feb 6, 2026
Jan 1, 1990 to Feb 6, 2026
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