Erria A/S GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:73.62% (-2.50%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 69.3360 | 3.26 | |
| 0.1029 | 49.40 | |
| 0.9862 | 236.73 | |
| 2.8090 | 39.81 |
Estimation Period:
Nov 8, 2007 to Feb 13, 2026
Nov 8, 2007 to Feb 13, 2026
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