Vertex Securities GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:37.26% (-1.10%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 20.7722 | 20.22 | |
| 0.1600 | 18.89 | |
| 0.9652 | 374.69 | |
| 66.9850 | 0.87 |
Estimation Period:
Oct 9, 2008 to Feb 6, 2026
Oct 9, 2008 to Feb 6, 2026
Other Vertex Securities Analyses
Other GAS-GARCH Student T Analyses on International Equities