MTU Aero Engines AG GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:25.50% (+1.85%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0435 | 3.43 | |
| 0.1161 | 11.37 | |
| 0.9610 | 85.53 | |
| 4.5714 | 4.17 |
Estimation Period:
Dec 2, 2019 to Feb 6, 2026
Dec 2, 2019 to Feb 6, 2026
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