ARB Corp Ltd GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:47.78% (+0.48%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 5.1258 | 9.95 | |
| 0.0501 | 38.69 | |
| 0.9783 | 528.81 | |
| 2.9598 | 32.36 |
Estimation Period:
Jan 5, 1990 to Feb 13, 2026
Jan 5, 1990 to Feb 13, 2026
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