Robert Walters PLC GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:54.14% (-6.43%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 15.9523 | 3.17 | |
| 0.1180 | 25.51 | |
| 0.9705 | 107.30 | |
| 2.7541 | 24.34 |
Estimation Period:
Jul 1, 2021 to Feb 13, 2026
Jul 1, 2021 to Feb 13, 2026
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