The Practical Solution GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:33.07% (-3.89%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 11.8430 | 2.57 | |
| 0.1283 | 12.35 | |
| 0.9307 | 35.23 | |
| 2.5142 | 15.09 |
Estimation Period:
Nov 15, 2019 to Feb 6, 2026
Nov 15, 2019 to Feb 6, 2026
Other The Practical Solution Analyses
Other GAS-GARCH Student T Analyses on International Equities