MBB SE GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:41.89% (-0.16%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 6.8845 | 7.24 | |
| 0.1016 | 16.11 | |
| 0.9449 | 123.77 | |
| 4.1836 | 7.09 |
Estimation Period:
May 8, 2006 to Feb 6, 2026
May 8, 2006 to Feb 6, 2026
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