PSI All-Share Index Gross Return GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:14.00% (+1.49%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.6289 | 5.56 | |
| 0.0947 | 44.51 | |
| 0.9928 | 770.18 | |
| 7.4830 | 7.57 |
Estimation Period:
May 14, 2004 to Dec 31, 2025
May 14, 2004 to Dec 31, 2025
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