Downer EDI Ltd GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:22.06% (-0.50%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 20.5467 | 10.28 | |
| 0.0437 | 72.64 | |
| 0.9990 | 9,424.53 | |
| 3.9618 | 53.93 |
Estimation Period:
Jan 4, 1996 to Feb 6, 2026
Jan 4, 1996 to Feb 6, 2026
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