Waterbase GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:79.65% (-3.66%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 25.9476 | 5.33 | |
| 0.0910 | 57.88 | |
| 0.9924 | 669.22 | |
| 4.6231 | 26.67 |
Estimation Period:
Jul 3, 2003 to Feb 6, 2026
Jul 3, 2003 to Feb 6, 2026
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