Lastminute.Com Nv GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:63.04% (+12.39%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 11.9852 | 3.63 | |
| 0.1640 | 20.11 | |
| 0.9526 | 71.80 | |
| 3.1442 | 16.20 |
Estimation Period:
Apr 16, 2014 to Feb 13, 2026
Apr 16, 2014 to Feb 13, 2026
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