PMD Device Solutions AB GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, January 17th, 2025:104.93% (-0.06%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1,125.8690 | 3.63 | |
| 0.1915 | 82.99 | |
| 0.9810 | 202.65 | |
| 2.0592 | 787.14 |
Estimation Period:
Dec 11, 2020 to Jan 10, 2025
Dec 11, 2020 to Jan 10, 2025
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