National Australia Bank Ltd GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:26.17% (+2.02%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.8869 | 7.82 | |
| 0.0803 | 28.83 | |
| 0.9802 | 340.22 | |
| 6.3579 | 6.56 |
Estimation Period:
Jan 1, 1990 to Feb 6, 2026
Jan 1, 1990 to Feb 6, 2026
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