Similarweb Ltd GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:74.56% (+17.79%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 15.0134 | 10.86 | |
| 0.1165 | 3.74 | |
| 0.6019 | 22.21 | |
| 4.5949 | 1.42 |
Estimation Period:
May 12, 2021 to Feb 6, 2026
May 12, 2021 to Feb 6, 2026
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