Metcash Ltd GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:21.59% (+3.59%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 4.5709 | 4.09 | |
| 0.0715 | 33.88 | |
| 0.9890 | 379.21 | |
| 4.4447 | 11.54 |
Estimation Period:
Jun 17, 1994 to Feb 6, 2026
Jun 17, 1994 to Feb 6, 2026
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