Australian Ethical Inv Ltd GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:47.44% (-0.01%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 11.1932 | 4.31 | |
| 0.0483 | 5.69 | |
| 0.9637 | 96.65 | |
| 6.0037 | 1.22 |
Estimation Period:
Feb 16, 2021 to Feb 6, 2026
Feb 16, 2021 to Feb 6, 2026
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