TransUnion GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:48.72% (-2.58%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 4.8927 | 3.57 | |
| 0.0837 | 20.32 | |
| 0.9819 | 198.08 | |
| 4.4122 | 7.37 |
Estimation Period:
Jun 25, 2015 to Feb 6, 2026
Jun 25, 2015 to Feb 6, 2026
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