Tatton Asset Management PLC GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:43.15% (+1.72%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 9.8375 | 2.92 | |
| 0.1525 | 9.90 | |
| 0.8881 | 22.89 | |
| 2.3735 | 18.02 |
Estimation Period:
Jul 6, 2017 to Feb 6, 2026
Jul 6, 2017 to Feb 6, 2026
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