Solvalor Fund Management GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:13.18% (+1.11%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7942 | 5.05 | |
| 0.1264 | 25.85 | |
| 0.9662 | 139.75 | |
| 3.9734 | 11.94 |
Estimation Period:
Mar 7, 2006 to Feb 6, 2026
Mar 7, 2006 to Feb 6, 2026
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