S&P/ASX 200 GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, October 14th, 2025:9.63% (+0.76%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8029 | 13.56 | |
| 0.0791 | 36.93 | |
| 0.9827 | 644.81 | |
| 9.6059 | 4.92 |
Estimation Period:
May 29, 1992 to Oct 10, 2025
May 29, 1992 to Oct 10, 2025
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