Hennes & Mauritz AB GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:28.11% (+0.33%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 4.3794 | 3.99 | |
| 0.0630 | 29.09 | |
| 0.9860 | 275.49 | |
| 3.9761 | 11.15 |
Estimation Period:
Jan 1, 1990 to Feb 6, 2026
Jan 1, 1990 to Feb 6, 2026
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