AMP Ltd GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:55.91% (+8.45%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 3.9445 | 4.83 | |
| 0.0740 | 25.17 | |
| 0.9811 | 255.63 | |
| 4.5184 | 8.43 |
Estimation Period:
Jun 15, 1998 to Feb 13, 2026
Jun 15, 1998 to Feb 13, 2026
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