Tryg A/S GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:18.80% (-1.09%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.0861 | 5.32 | |
| 0.0686 | 21.69 | |
| 0.9754 | 196.73 | |
| 4.4225 | 7.07 |
Estimation Period:
Oct 13, 2005 to Feb 6, 2026
Oct 13, 2005 to Feb 6, 2026
Other GAS-GARCH Student T Analyses on International Equities