FTSE SmallCap Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:5.90% (-0.21%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1659 | 4.86 | |
| 0.1379 | 89.18 | |
| 0.9948 | 969.60 | |
| 5.0749 | 27.84 |
Estimation Period:
Jan 2, 1990 to Feb 6, 2026
Jan 2, 1990 to Feb 6, 2026
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