Luzerner Kantonalbank AG GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:16.24% (-1.15%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2814 | 8.07 | |
| 0.0804 | 43.23 | |
| 0.9874 | 667.17 | |
| 4.9896 | 15.34 |
Estimation Period:
Jan 8, 1990 to Feb 6, 2026
Jan 8, 1990 to Feb 6, 2026
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