Australian Stock Exchange All Ordinaries Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Wednesday, February 18th, 2026:15.58% (-0.90%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8026 | 12.08 | |
| 0.0806 | 37.95 | |
| 0.9830 | 596.87 | |
| 9.1795 | 5.14 |
Estimation Period:
Jan 1, 1990 to Feb 13, 2026
Jan 1, 1990 to Feb 13, 2026
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