Sparebanken More GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:28.44% (+1.62%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.5200 | 6.50 | |
| 0.0858 | 22.07 | |
| 0.9602 | 165.47 | |
| 3.4785 | 11.86 |
Estimation Period:
May 30, 1994 to Feb 13, 2026
May 30, 1994 to Feb 13, 2026
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