GWA Group Ltd GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:24.02% (-0.81%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 4.2906 | 7.11 | |
| 0.0510 | 18.84 | |
| 0.9771 | 255.71 | |
| 4.9606 | 5.53 |
Estimation Period:
May 20, 1993 to Feb 13, 2026
May 20, 1993 to Feb 13, 2026
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