ASR Nederland NV GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:22.69% (-1.11%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 3.0464 | 5.15 | |
| 0.0746 | 11.08 | |
| 0.9436 | 79.12 | |
| 4.0992 | 3.77 |
Estimation Period:
Jun 14, 2016 to Feb 6, 2026
Jun 14, 2016 to Feb 6, 2026
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