SMT Scharf AG GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:26.85% (+0.44%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 6.2299 | 4.54 | |
| 0.1207 | 16.06 | |
| 0.9374 | 64.47 | |
| 3.1666 | 10.98 |
Estimation Period:
Apr 10, 2007 to Feb 6, 2026
Apr 10, 2007 to Feb 6, 2026
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