Nova Ljubljanska Banka dd GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:16.13% (-1.88%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.4081 | 5.71 | |
| 0.1748 | 9.83 | |
| 0.8449 | 31.76 | |
| 3.3146 | 6.84 |
Estimation Period:
Nov 14, 2018 to Feb 6, 2026
Nov 14, 2018 to Feb 6, 2026
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