Nordea Bank ABP GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:38.73% (-1.13%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 3.4948 | 4.95 | |
| 0.1216 | 12.15 | |
| 0.9330 | 82.62 | |
| 3.9167 | 5.39 |
Estimation Period:
Dec 30, 2019 to Feb 6, 2026
Dec 30, 2019 to Feb 6, 2026
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