Reunert Ltd GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:23.86% (-0.57%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 4.4042 | 7.78 | |
| 0.0636 | 38.04 | |
| 0.9803 | 345.54 | |
| 3.4318 | 23.69 |
Estimation Period:
Jan 3, 1990 to Feb 13, 2026
Jan 3, 1990 to Feb 13, 2026
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