TQM Alpha PCL GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:43.93% (-1.44%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 7.0241 | 3.77 | |
| 0.0425 | 18.44 | |
| 0.9867 | 265.18 | |
| 3.4183 | 10.37 |
Estimation Period:
Dec 20, 2018 to Feb 6, 2026
Dec 20, 2018 to Feb 6, 2026
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