SNEP GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:32.35% (-0.75%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 8.7147 | 7.75 | |
| 0.1667 | 24.01 | |
| 0.9435 | 118.06 | |
| 4.4230 | 11.27 |
Estimation Period:
Nov 12, 2007 to Feb 6, 2026
Nov 12, 2007 to Feb 6, 2026
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