Seven Bank Ltd GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:20.40% (-1.74%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 3.0185 | 9.40 | |
| 0.1270 | 21.66 | |
| 0.9488 | 160.52 | |
| 5.4779 | 6.95 |
Estimation Period:
Feb 29, 2008 to Feb 13, 2026
Feb 29, 2008 to Feb 13, 2026
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