Fabege AB GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:26.54% (-1.11%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 27.3213 | 5.25 | |
| 0.0705 | 80.77 | |
| 0.9990 | 5,203.13 | |
| 5.4792 | 25.30 |
Estimation Period:
Aug 19, 1992 to Feb 6, 2026
Aug 19, 1992 to Feb 6, 2026
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