S&P/ASX 300 GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:14.30% (+2.48%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7873 | 12.85 | |
| 0.0790 | 36.70 | |
| 0.9823 | 619.77 | |
| 8.7673 | 5.39 |
Estimation Period:
May 29, 1992 to Feb 6, 2026
May 29, 1992 to Feb 6, 2026
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