GWA Group Ltd GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:24.34% (+0.20%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 4.2928 | 7.09 | |
| 0.0511 | 18.86 | |
| 0.9771 | 255.39 | |
| 4.9552 | 5.54 |
Estimation Period:
May 20, 1993 to Feb 6, 2026
May 20, 1993 to Feb 6, 2026
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