Perpetual Ltd GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:33.86% (-1.06%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 3.2531 | 5.75 | |
| 0.0541 | 26.14 | |
| 0.9846 | 330.07 | |
| 4.1513 | 11.00 |
Estimation Period:
Jan 4, 1990 to Feb 6, 2026
Jan 4, 1990 to Feb 6, 2026
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