Skandinaviska Enskilda Bank GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:34.48% (-0.98%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 3.3951 | 4.24 | |
| 0.0809 | 11.17 | |
| 0.9661 | 144.59 | |
| 4.9179 | 3.31 |
Estimation Period:
Jan 1, 2020 to Feb 6, 2026
Jan 1, 2020 to Feb 6, 2026
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