Rozachim AD GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, January 5th, 2026:6.19% (+1.03%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3369 | 7.62 | |
| 0.0858 | 111.48 | |
| 0.9990 | 7,455.22 | |
| 2.0531 | 10,693.13 |
Estimation Period:
May 9, 2008 to Jan 1, 2026
May 9, 2008 to Jan 1, 2026
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