Ercros SA GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:9.24% (-0.07%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 31.7603 | 10.40 | |
| 0.0715 | 122.28 | |
| 0.9987 | 8,684.24 | |
| 3.4108 | 179.03 |
Estimation Period:
Jan 1, 1990 to Feb 6, 2026
Jan 1, 1990 to Feb 6, 2026
Other GAS-GARCH Student T Analyses on International Equities