Sparinvest - Index Sektor IN GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:14.45% (+0.17%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9348 | 5.37 | |
| 0.1088 | 7.53 | |
| 0.9253 | 84.31 | |
| 5.3175 | 2.28 |
Estimation Period:
Jan 25, 2021 to Feb 13, 2026
Jan 25, 2021 to Feb 13, 2026
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