Liechtensteinische Landesbank AG GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:22.20% (-1.53%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.7561 | 4.92 | |
| 0.0902 | 44.73 | |
| 0.9881 | 407.44 | |
| 4.0337 | 20.91 |
Estimation Period:
Jan 3, 1990 to Feb 6, 2026
Jan 3, 1990 to Feb 6, 2026
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