S&P/ASX 200 GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, December 8th, 2025:11.00% (-0.50%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8020 | 13.75 | |
| 0.0790 | 36.92 | |
| 0.9825 | 645.09 | |
| 9.6339 | 4.89 |
Estimation Period:
May 29, 1992 to Dec 5, 2025
May 29, 1992 to Dec 5, 2025
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