Investor AB Publ GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:28.73% (-0.18%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.4877 | 8.14 | |
| 0.1019 | 13.10 | |
| 0.9446 | 131.04 | |
| 5.7974 | 3.40 |
Estimation Period:
Dec 30, 2019 to Feb 6, 2026
Dec 30, 2019 to Feb 6, 2026
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