Australian Foundation Investment Co Ltd/Fund GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:11.65% (+1.29%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.9224 | 6.01 | |
| 0.0913 | 64.78 | |
| 0.9935 | 962.69 | |
| 5.2404 | 20.72 |
Estimation Period:
Jan 1, 1990 to Feb 6, 2026
Jan 1, 1990 to Feb 6, 2026
Other Australian Foundation Investment Co Ltd/Fund Analyses
Other GAS-GARCH Student T Analyses on Closed-end Funds