Cogstate Ltd GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:65.47% (+2.73%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 39.6985 | 4.42 | |
| 0.0334 | 45.63 | |
| 0.9934 | 779.11 | |
| 2.8407 | 32.64 |
Estimation Period:
Feb 13, 2004 to Feb 6, 2026
Feb 13, 2004 to Feb 6, 2026
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