Premier Investments Ltd GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:45.37% (-0.55%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 9.7815 | 5.19 | |
| 0.0663 | 49.81 | |
| 0.9867 | 442.06 | |
| 2.8123 | 41.17 |
Estimation Period:
Jan 2, 1990 to Feb 6, 2026
Jan 2, 1990 to Feb 6, 2026
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