AUB Group Ltd GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:40.02% (+4.20%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 3.3129 | 8.95 | |
| 0.0884 | 9.53 | |
| 0.8722 | 54.81 | |
| 3.6110 | 4.92 |
Estimation Period:
Nov 16, 2005 to Feb 13, 2026
Nov 16, 2005 to Feb 13, 2026
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