AUR Portfolio III SE & Co KGaA GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:10.57% (-0.60%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 37.9655 | 7.49 | |
| 0.0876 | 99.43 | |
| 0.9990 | 7,568.18 | |
| 2.7981 | 341.57 |
Estimation Period:
Sep 26, 2007 to Feb 13, 2026
Sep 26, 2007 to Feb 13, 2026
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