Smu Sa GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:22.79% (+3.25%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 3.0724 | 3.51 | |
| 0.0778 | 24.44 | |
| 0.9828 | 201.18 | |
| 3.4573 | 12.75 |
Estimation Period:
Jan 24, 2017 to Feb 6, 2026
Jan 24, 2017 to Feb 6, 2026
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