Versabank GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:34.88% (-2.63%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 4.5917 | 3.95 | |
| 0.1086 | 6.60 | |
| 0.8884 | 31.40 | |
| 3.4508 | 3.64 |
Estimation Period:
Sep 23, 2021 to Feb 13, 2026
Sep 23, 2021 to Feb 13, 2026
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