Praemium Ltd GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:63.28% (-1.83%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 21.5665 | 4.18 | |
| 0.0454 | 31.61 | |
| 0.9915 | 583.93 | |
| 4.0567 | 10.92 |
Estimation Period:
May 11, 2006 to Feb 6, 2026
May 11, 2006 to Feb 6, 2026
Other Praemium Ltd Analyses
Other GAS-GARCH Student T Analyses on International Equities