Aub Group Ltd GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:37.46% (-0.42%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 4.0214 | 4.29 | |
| 0.0309 | 1.96 | |
| 0.9083 | 58.03 | |
| 5.0919 | 0.45 |
Estimation Period:
May 19, 2022 to Feb 6, 2026
May 19, 2022 to Feb 6, 2026
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