Tribhovandas Bhimj Zaveri GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:56.02% (-6.27%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 12.3153 | 4.91 | |
| 0.1112 | 13.98 | |
| 0.9305 | 63.87 | |
| 3.1564 | 9.75 |
Estimation Period:
May 9, 2012 to Feb 6, 2026
May 9, 2012 to Feb 6, 2026
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