Dexus Convenience Retail GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:17.62% (+1.66%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.4804 | 8.71 | |
| 0.0861 | 16.54 | |
| 0.9641 | 289.95 | |
| 5.6279 | 4.57 |
Estimation Period:
Jul 27, 2017 to Feb 6, 2026
Jul 27, 2017 to Feb 6, 2026
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