Aurizon Holdings Ltd GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:27.86% (-0.34%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.0531 | 4.72 | |
| 0.0643 | 13.84 | |
| 0.9732 | 159.72 | |
| 4.7821 | 4.33 |
Estimation Period:
Nov 22, 2010 to Feb 20, 2026
Nov 22, 2010 to Feb 20, 2026
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