SPIE SA GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:29.12% (-0.97%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 3.4157 | 3.97 | |
| 0.0614 | 15.18 | |
| 0.9755 | 153.12 | |
| 4.2418 | 5.06 |
Estimation Period:
Jun 9, 2015 to Feb 6, 2026
Jun 9, 2015 to Feb 6, 2026
Other GAS-GARCH Student T Analyses on International Equities