Treasury Wine Estates Ltd GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:42.36% (+1.33%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 3.8016 | 3.55 | |
| 0.0504 | 11.24 | |
| 0.9669 | 93.63 | |
| 3.6299 | 4.35 |
Estimation Period:
May 10, 2011 to Feb 20, 2026
May 10, 2011 to Feb 20, 2026
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