Newcap Holding A/S GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:41.40% (+1.59%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 35.5579 | 6.35 | |
| 0.0800 | 85.56 | |
| 0.9920 | 826.01 | |
| 2.9394 | 83.05 |
Estimation Period:
Oct 7, 1991 to Feb 6, 2026
Oct 7, 1991 to Feb 6, 2026
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