Merko Ehitus As GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:24.77% (+4.16%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 43.0764 | 8.54 | |
| 0.1062 | 106.77 | |
| 0.9990 | 8,919.64 | |
| 2.6481 | 224.80 |
Estimation Period:
Aug 13, 2008 to Feb 6, 2026
Aug 13, 2008 to Feb 6, 2026
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