Vestas Wind Systems A/S GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:49.96% (-2.95%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 10.5943 | 3.48 | |
| 0.0614 | 20.48 | |
| 0.9844 | 216.79 | |
| 3.9810 | 8.49 |
Estimation Period:
Apr 30, 1998 to Feb 6, 2026
Apr 30, 1998 to Feb 6, 2026
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