Loomis AB GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:31.80% (+1.00%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 3.6382 | 4.44 | |
| 0.0520 | 17.56 | |
| 0.9762 | 181.75 | |
| 3.9756 | 5.80 |
Estimation Period:
Dec 9, 2008 to Jan 30, 2026
Dec 9, 2008 to Jan 30, 2026
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