Performance Trust SHT TRM BD GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:2.16% (0.00%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0272 | 2.20 | |
| 0.0238 | 5.91 | |
| 0.9786 | 58.94 | |
| 2.6802 | 5.27 |
Estimation Period:
Apr 9, 2024 to Feb 6, 2026
Apr 9, 2024 to Feb 6, 2026
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