Codan Ltd/Australia GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:53.02% (+0.55%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 9.3081 | 5.78 | |
| 0.0789 | 19.69 | |
| 0.9543 | 123.87 | |
| 3.2464 | 10.87 |
Estimation Period:
Nov 27, 2003 to Feb 6, 2026
Nov 27, 2003 to Feb 6, 2026
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