Metcash Ltd GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Wednesday, February 25th, 2026:20.20% (-0.95%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 4.5613 | 4.09 | |
| 0.0713 | 33.84 | |
| 0.9890 | 379.50 | |
| 4.4490 | 11.49 |
Estimation Period:
Jun 17, 1994 to Feb 20, 2026
Jun 17, 1994 to Feb 20, 2026
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