Millennium & Copthorne Hotels New Zealand Ltd GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:1,112,956,753.88% (+134,147,420.05%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 9.3681 | 55.58 | |
| 0.0641 | 736.46 | |
| 0.9961 | 15,325.22 | |
| 2.0000 | 20,000,000.00 |
Estimation Period:
Jan 2, 1990 to Feb 5, 2026
Jan 2, 1990 to Feb 5, 2026
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