Pierre & Vacances SA GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:32.45% (+0.48%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 7.8516 | 4.21 | |
| 0.0923 | 32.07 | |
| 0.9802 | 202.44 | |
| 3.7007 | 14.66 |
Estimation Period:
Jun 11, 1999 to Feb 6, 2026
Jun 11, 1999 to Feb 6, 2026
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