VBG AB GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:119.37% (-0.80%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 47.0795 | 2.81 | |
| 0.0241 | 7.21 | |
| 0.9715 | 119.28 | |
| 2.0654 | 63.60 |
Estimation Period:
Dec 16, 2016 to Feb 6, 2026
Dec 16, 2016 to Feb 6, 2026
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