Swiss Life Holding GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:18.68% (+0.06%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.5011 | 8.13 | |
| 0.0438 | 0.78 | |
| 0.8353 | 4.63 | |
| 200.0000 | 0.00 |
Estimation Period:
May 15, 2025 to Jan 30, 2026
May 15, 2025 to Jan 30, 2026
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