Property & Building Corp Ltd GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:47.49% (+2.50%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 6.8935 | 6.89 | |
| 0.0415 | 73.01 | |
| 0.9957 | 1,624.26 | |
| 3.1045 | 71.45 |
Estimation Period:
Jan 23, 1995 to Feb 6, 2026
Jan 23, 1995 to Feb 6, 2026
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