UCB SA GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:31.27% (+2.38%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 3.1865 | 5.64 | |
| 0.0822 | 28.50 | |
| 0.9772 | 224.17 | |
| 4.2186 | 10.98 |
Estimation Period:
Jan 1, 1990 to Feb 6, 2026
Jan 1, 1990 to Feb 6, 2026
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