Lab Richmond GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:57.81% (+5.78%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 10.0482 | 4.82 | |
| 0.1394 | 11.00 | |
| 0.8910 | 39.67 | |
| 2.9964 | 9.01 |
Estimation Period:
Dec 28, 2017 to Feb 6, 2026
Dec 28, 2017 to Feb 6, 2026
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