Lollands Bank A/S GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:34.45% (-0.84%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 9.1249 | 6.13 | |
| 0.0896 | 35.82 | |
| 0.9812 | 351.16 | |
| 3.5703 | 20.71 |
Estimation Period:
Jan 4, 1990 to Feb 6, 2026
Jan 4, 1990 to Feb 6, 2026
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