MTU Aero Engines AG GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:22.43% (-0.21%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 4.1850 | 4.84 | |
| 0.0798 | 19.83 | |
| 0.9837 | 288.55 | |
| 5.9788 | 5.04 |
Estimation Period:
Jun 3, 2005 to Feb 6, 2026
Jun 3, 2005 to Feb 6, 2026
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