Australian Stock Exchange All Ordinaries Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:13.83% (+2.64%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7980 | 12.02 | |
| 0.0798 | 37.91 | |
| 0.9832 | 599.52 | |
| 9.1679 | 5.11 |
Estimation Period:
Jan 1, 1990 to Feb 6, 2026
Jan 1, 1990 to Feb 6, 2026
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