S&P/NZX All Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:8.06% (-0.29%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5893 | 8.22 | |
| 0.0666 | 35.07 | |
| 0.9869 | 597.03 | |
| 7.3530 | 5.55 |
Estimation Period:
Jan 3, 1990 to Feb 5, 2026
Jan 3, 1990 to Feb 5, 2026
Other GAS-GARCH Student T Analyses on Equity Indices