Luxor A/S GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:78.14% (-1.90%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 6.7606 | 5.88 | |
| 0.0891 | 35.57 | |
| 0.9743 | 237.46 | |
| 2.7926 | 34.95 |
Estimation Period:
Jan 3, 1990 to Feb 6, 2026
Jan 3, 1990 to Feb 6, 2026
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