Commerzbank AG GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:35.17% (-0.70%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 9.3560 | 5.29 | |
| 0.0672 | 80.86 | |
| 0.9971 | 1,943.61 | |
| 5.2151 | 23.41 |
Estimation Period:
Jan 2, 1990 to Feb 6, 2026
Jan 2, 1990 to Feb 6, 2026
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