VF Alternative AD GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, January 20th, 2026:1.10% (-6.70%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 4.9772 | 0.02 | |
| 0.6354 | 0.19 | |
| 0.9990 | 16.56 | |
| 5.2282 | 0.07 |
Estimation Period:
Aug 15, 2019 to Jan 16, 2026
Aug 15, 2019 to Jan 16, 2026
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