CSL Ltd GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:21.77% (-0.76%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.8586 | 4.70 | |
| 0.0532 | 22.88 | |
| 0.9877 | 395.88 | |
| 5.0865 | 6.46 |
Estimation Period:
May 30, 1994 to Feb 6, 2026
May 30, 1994 to Feb 6, 2026
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