Netcompany A/S GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, March 2nd, 2026:43.53% (-0.43%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 6.5983 | 2.68 | |
| 0.0636 | 7.67 | |
| 0.9614 | 60.39 | |
| 3.5304 | 3.80 |
Estimation Period:
Jun 7, 2018 to Feb 27, 2026
Jun 7, 2018 to Feb 27, 2026
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