DNB ASA GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:23.34% (+0.02%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 25.4702 | 9.45 | |
| 0.0688 | 84.14 | |
| 0.9990 | 7,511.28 | |
| 4.6823 | 34.52 |
Estimation Period:
Sep 23, 1992 to Feb 6, 2026
Sep 23, 1992 to Feb 6, 2026
Other GAS-GARCH Student T Analyses on International Equities