Hennes & Mauritz Ab GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:35.84% (+3.95%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 4.0096 | 4.81 | |
| 0.0746 | 1.29 | |
| 0.5393 | 5.18 | |
| 3.5985 | 0.67 |
Estimation Period:
Nov 16, 2022 to Feb 6, 2026
Nov 16, 2022 to Feb 6, 2026
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