S&P/ASX 300 GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Thursday, February 26th, 2026:14.30% (+0.86%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7888 | 12.90 | |
| 0.0793 | 36.73 | |
| 0.9822 | 616.97 | |
| 8.7675 | 5.40 |
Estimation Period:
May 29, 1992 to Feb 20, 2026
May 29, 1992 to Feb 20, 2026
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