FTSE SmallCap Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:6.12% (-0.59%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1617 | 4.85 | |
| 0.1376 | 89.06 | |
| 0.9948 | 964.88 | |
| 5.0699 | 27.82 |
Estimation Period:
Jan 2, 1990 to Feb 13, 2026
Jan 2, 1990 to Feb 13, 2026
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