Sonmez Filament GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:40.21% (-1.95%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 138.5003 | 7.70 | |
| 0.1478 | 168.14 | |
| 0.9964 | 2,249.14 | |
| 2.6171 | 315.84 |
Estimation Period:
Dec 30, 1994 to Feb 6, 2026
Dec 30, 1994 to Feb 6, 2026
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