Challenger Ltd/Australia GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:35.41% (+3.61%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 7.3795 | 4.38 | |
| 0.0709 | 36.64 | |
| 0.9914 | 523.99 | |
| 5.2057 | 10.01 |
Estimation Period:
Dec 10, 1997 to Feb 6, 2026
Dec 10, 1997 to Feb 6, 2026
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