Bahnhof AB GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:31.16% (-1.78%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 4.2403 | 8.48 | |
| 0.1779 | 6.65 | |
| 0.6872 | 18.58 | |
| 3.6076 | 4.33 |
Estimation Period:
May 10, 2021 to Feb 13, 2026
May 10, 2021 to Feb 13, 2026
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