GWA Group Ltd GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:35.29% (+5.02%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 4.3198 | 7.59 | |
| 0.0549 | 18.64 | |
| 0.9736 | 237.01 | |
| 4.9426 | 5.60 |
Estimation Period:
May 20, 1993 to Feb 20, 2026
May 20, 1993 to Feb 20, 2026
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