S&P/ASX 200 GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, December 2nd, 2025:13.21% (-0.27%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8044 | 13.76 | |
| 0.0791 | 36.95 | |
| 0.9825 | 647.24 | |
| 9.6576 | 4.88 |
Estimation Period:
May 29, 1992 to Nov 28, 2025
May 29, 1992 to Nov 28, 2025
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