NCC AB GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:37.43% (+4.88%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 39.5518 | 6.48 | |
| 0.0625 | 87.72 | |
| 0.9990 | 6,795.92 | |
| 4.4184 | 36.97 |
Estimation Period:
Jan 3, 1990 to Feb 6, 2026
Jan 3, 1990 to Feb 6, 2026
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