Erste Group BK AG GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:28.02% (+4.41%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 4.0560 | 4.91 | |
| 0.0998 | 17.18 | |
| 0.9737 | 189.62 | |
| 4.7653 | 6.59 |
Estimation Period:
Dec 2, 2019 to Feb 6, 2026
Dec 2, 2019 to Feb 6, 2026
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