Downer EDI Ltd GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:17.68% (-0.38%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 20.5146 | 10.25 | |
| 0.0439 | 72.43 | |
| 0.9990 | 9,336.45 | |
| 3.9830 | 52.66 |
Estimation Period:
Jan 4, 1996 to Jan 30, 2026
Jan 4, 1996 to Jan 30, 2026
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