Ackermans & van Haaren NV GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:23.92% (-1.03%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.4338 | 5.62 | |
| 0.0931 | 33.06 | |
| 0.9795 | 253.23 | |
| 4.1766 | 13.90 |
Estimation Period:
Jan 3, 1990 to Feb 6, 2026
Jan 3, 1990 to Feb 6, 2026
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