B3 Consulting Group Ab GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:45.14% (-5.91%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 7.2015 | 4.00 | |
| 0.1112 | 10.33 | |
| 0.9356 | 56.78 | |
| 3.6530 | 5.64 |
Estimation Period:
Jun 10, 2016 to Feb 13, 2026
Jun 10, 2016 to Feb 13, 2026
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