Seshasayee Paper&B GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:55.67% (-3.70%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 12.5313 | 4.71 | |
| 0.0827 | 34.02 | |
| 0.9833 | 269.33 | |
| 3.8072 | 16.23 |
Estimation Period:
Sep 26, 1995 to Feb 6, 2026
Sep 26, 1995 to Feb 6, 2026
Other Seshasayee Paper&B Analyses
Other GAS-GARCH Student T Analyses on International Equities