Vicenne GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:34.60% (-4.97%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 13.0316 | 4.57 | |
| 0.4099 | 4.88 | |
| 0.6206 | 7.13 | |
| 4.1585 | 3.68 |
Estimation Period:
Jul 15, 2025 to Feb 13, 2026
Jul 15, 2025 to Feb 13, 2026
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