Reitir Fasteignafelag HF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:16.74% (-0.74%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.8916 | 3.99 | |
| 0.0544 | 14.23 | |
| 0.9817 | 221.84 | |
| 4.1918 | 5.43 |
Estimation Period:
Apr 9, 2015 to Feb 6, 2026
Apr 9, 2015 to Feb 6, 2026
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