Scandinavian Tobacco Group GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:20.29% (-2.85%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.6056 | 6.64 | |
| 0.1432 | 7.41 | |
| 0.7649 | 21.70 | |
| 3.0367 | 6.12 |
Estimation Period:
Feb 10, 2016 to Feb 6, 2026
Feb 10, 2016 to Feb 6, 2026
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