Wavestone GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:55.20% (-0.05%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 9.1425 | 4.83 | |
| 0.1100 | 36.18 | |
| 0.9719 | 172.54 | |
| 2.8299 | 33.32 |
Estimation Period:
Feb 10, 2000 to Feb 6, 2026
Feb 10, 2000 to Feb 6, 2026
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