TFF Group GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:262.64% (-2.96%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 229.9865 | 2.49 | |
| 0.1341 | 45.88 | |
| 0.9728 | 87.32 | |
| 2.0105 | 2,164.16 |
Estimation Period:
Jan 28, 1999 to Feb 6, 2026
Jan 28, 1999 to Feb 6, 2026
Other GAS-GARCH Student T Analyses on International Equities