Australian Stock Exchange All Ordinaries Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:14.30% (-0.82%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7993 | 12.08 | |
| 0.0802 | 38.01 | |
| 0.9831 | 596.51 | |
| 9.1613 | 5.13 |
Estimation Period:
Jan 1, 1990 to Feb 20, 2026
Jan 1, 1990 to Feb 20, 2026
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