Ab Sagax GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:15.13% (-1.02%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9695 | 5.46 | |
| 0.0896 | 21.09 | |
| 0.9724 | 174.01 | |
| 4.8732 | 6.09 |
Estimation Period:
Nov 9, 2016 to Feb 13, 2026
Nov 9, 2016 to Feb 13, 2026
Other GAS-GARCH Student T Analyses on International Equities