QBE Insurance Group Ltd GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:26.85% (+1.51%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.9845 | 8.26 | |
| 0.0703 | 26.30 | |
| 0.9745 | 296.03 | |
| 5.2109 | 7.25 |
Estimation Period:
Jan 4, 1990 to Feb 6, 2026
Jan 4, 1990 to Feb 6, 2026
Other QBE Insurance Group Ltd Analyses
Other GAS-GARCH Student T Analyses on International Equities