Sword Group GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:27.30% (-1.20%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 4.5484 | 5.28 | |
| 0.0746 | 29.01 | |
| 0.9729 | 188.47 | |
| 3.1023 | 18.31 |
Estimation Period:
Mar 13, 2002 to Feb 6, 2026
Mar 13, 2002 to Feb 6, 2026
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