Downer EDI Ltd GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, February 24th, 2026:24.76% (+2.69%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 20.9092 | 10.31 | |
| 0.0439 | 72.98 | |
| 0.9990 | 9,514.29 | |
| 3.9556 | 54.33 |
Estimation Period:
Jan 4, 1996 to Feb 20, 2026
Jan 4, 1996 to Feb 20, 2026
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