Span DD (Zgse Span) - Span GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:38.20% (-1.18%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 4.1386 | 5.38 | |
| 0.1143 | 3.75 | |
| 0.6147 | 10.05 | |
| 2.6579 | 3.86 |
Estimation Period:
Sep 23, 2021 to Feb 6, 2026
Sep 23, 2021 to Feb 6, 2026
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