Wesfarmers Ltd GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:21.63% (-1.31%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.0197 | 8.43 | |
| 0.0761 | 25.67 | |
| 0.9727 | 274.30 | |
| 5.2713 | 7.09 |
Estimation Period:
Jan 1, 1990 to Feb 20, 2026
Jan 1, 1990 to Feb 20, 2026
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