Versabank GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:48.41% (+1.48%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 6.4646 | 4.87 | |
| 0.1442 | 15.70 | |
| 0.9084 | 47.89 | |
| 2.7634 | 15.91 |
Estimation Period:
Aug 27, 2013 to Feb 6, 2026
Aug 27, 2013 to Feb 6, 2026
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