Vienna Insurance Group GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:33.97% (-11.96%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 90.2875 | 5.46 | |
| 0.2992 | 31.59 | |
| 0.9923 | 675.05 | |
| 3.2651 | 17.46 |
Estimation Period:
Mar 7, 2025 to Feb 6, 2026
Mar 7, 2025 to Feb 6, 2026
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