Equites Property Fund Ltd GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:866.97% (+34.75%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 147.0024 | 16.94 | |
| 0.0747 | 105.53 | |
| 0.9977 | 6,741.20 | |
| 2.0001 | 20,001,140.00 |
Estimation Period:
Jul 29, 2014 to Feb 6, 2026
Jul 29, 2014 to Feb 6, 2026
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