Sonadezi Long Thanh Shareh GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:45.24% (+4.01%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 17.5035 | 3.94 | |
| 0.0684 | 69.82 | |
| 0.9895 | 366.75 | |
| 2.3405 | 113.56 |
Estimation Period:
Oct 21, 2008 to Feb 6, 2026
Oct 21, 2008 to Feb 6, 2026
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