VP Bank AG GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:17.90% (-1.55%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 3.6828 | 6.30 | |
| 0.1081 | 33.56 | |
| 0.9737 | 227.76 | |
| 3.8899 | 16.82 |
Estimation Period:
Jan 3, 1990 to Feb 6, 2026
Jan 3, 1990 to Feb 6, 2026
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