Transpek Industry GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:34,152.27% (-5,856.05%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 12.6509 | 9.06 | |
| 0.1081 | 346.56 | |
| 0.9990 | 8,919.64 | |
| 2.0000 | 20,000,020.00 |
Estimation Period:
Sep 25, 1995 to Feb 6, 2026
Sep 25, 1995 to Feb 6, 2026
Other Transpek Industry Analyses
Other GAS-GARCH Student T Analyses on International Equities