Charter Hall Retail Reit GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:22.29% (-0.55%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.3149 | 5.11 | |
| 0.0590 | 33.94 | |
| 0.9927 | 649.22 | |
| 6.4658 | 7.17 |
Estimation Period:
Jun 15, 1998 to Feb 6, 2026
Jun 15, 1998 to Feb 6, 2026
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