ASR Nederland NV GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:21.66% (+0.86%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.3509 | 5.88 | |
| 0.0851 | 14.16 | |
| 0.9497 | 110.61 | |
| 4.5558 | 4.11 |
Estimation Period:
Jun 9, 2016 to Feb 13, 2026
Jun 9, 2016 to Feb 13, 2026
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