Afc Ajax Nv GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:38.05% (-6.26%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 8.3723 | 4.16 | |
| 0.1300 | 39.40 | |
| 0.9713 | 138.69 | |
| 2.7139 | 40.01 |
Estimation Period:
May 8, 1998 to Feb 6, 2026
May 8, 1998 to Feb 6, 2026
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