Castellum AB GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:21.86% (-1.00%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 3.8055 | 5.04 | |
| 0.0701 | 34.79 | |
| 0.9905 | 511.09 | |
| 5.9329 | 7.91 |
Estimation Period:
May 23, 1997 to Feb 6, 2026
May 23, 1997 to Feb 6, 2026
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