Olgerdin Egill Skallagrimss GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:14.47% (-0.60%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.7366 | 6.97 | |
| 0.1460 | 5.27 | |
| 0.8314 | 33.64 | |
| 4.9583 | 2.25 |
Estimation Period:
Jun 9, 2022 to Feb 6, 2026
Jun 9, 2022 to Feb 6, 2026
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