Hennes & Mauritz AB GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:43.54% (+9.91%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 3.9741 | 3.10 | |
| 0.1177 | 1.63 | |
| 0.6860 | 6.47 | |
| 3.8758 | 0.84 |
Estimation Period:
Mar 7, 2025 to Feb 6, 2026
Mar 7, 2025 to Feb 6, 2026
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