NZME Limited GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:22.92% (-0.13%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 12.8085 | 3.52 | |
| 0.1124 | 22.85 | |
| 0.9755 | 144.81 | |
| 3.6115 | 11.71 |
Estimation Period:
Jun 27, 2016 to Feb 6, 2026
Jun 27, 2016 to Feb 6, 2026
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