Dermapharm Holding GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:23.44% (-9.45%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.9874 | 5.02 | |
| 0.1015 | 1.02 | |
| 0.0000 | 0.00 | |
| 3.0322 | 0.76 |
Estimation Period:
Sep 26, 2024 to Feb 6, 2026
Sep 26, 2024 to Feb 6, 2026
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