Mirrabooka Investments Ltd/fund GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:18.57% (-1.03%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.9011 | 15.71 | |
| 0.1115 | 26.81 | |
| 0.9557 | 353.04 | |
| 6.5276 | 7.00 |
Estimation Period:
Jul 19, 2001 to Feb 6, 2026
Jul 19, 2001 to Feb 6, 2026
Other Mirrabooka Investments Ltd/fund Analyses
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