BWP Property Group Ltd GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:15.43% (-0.70%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.9869 | 10.12 | |
| 0.0818 | 26.56 | |
| 0.9788 | 485.77 | |
| 7.0867 | 5.78 |
Estimation Period:
Sep 16, 1998 to Feb 13, 2026
Sep 16, 1998 to Feb 13, 2026
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