NCC AB GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:32.16% (+4.43%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 6.3355 | 4.98 | |
| 0.0536 | 55.35 | |
| 0.9939 | 876.43 | |
| 4.2622 | 19.15 |
Estimation Period:
Jan 8, 1990 to Feb 6, 2026
Jan 8, 1990 to Feb 6, 2026
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