Insurance Australia Group Ltd GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:25.32% (+4.22%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.4341 | 7.29 | |
| 0.0595 | 17.31 | |
| 0.9739 | 258.55 | |
| 5.6023 | 4.47 |
Estimation Period:
Aug 8, 2000 to Feb 6, 2026
Aug 8, 2000 to Feb 6, 2026
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