Aurizon Holdings Ltd GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:21.25% (-1.17%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.0264 | 4.69 | |
| 0.0629 | 13.87 | |
| 0.9740 | 164.17 | |
| 4.8008 | 4.30 |
Estimation Period:
Nov 22, 2010 to Jan 30, 2026
Nov 22, 2010 to Jan 30, 2026
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