Australian Unity Office Fund GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:34.71% (-4.73%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 7.3142 | 6.64 | |
| 0.1072 | 79.16 | |
| 0.9946 | 1,298.45 | |
| 2.6981 | 158.43 |
Estimation Period:
Jun 20, 2016 to Feb 13, 2026
Jun 20, 2016 to Feb 13, 2026
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