Techstep Asa GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:53.08% (-3.57%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 32.1216 | 4.65 | |
| 0.1180 | 25.44 | |
| 0.9593 | 109.11 | |
| 2.9606 | 20.40 |
Estimation Period:
Jun 20, 2002 to Jan 30, 2026
Jun 20, 2002 to Jan 30, 2026
Other Techstep Asa Analyses
Other GAS-GARCH Student T Analyses on International Equities