Repco Home Finance Ltd GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:46.49% (-0.32%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 7.0824 | 4.16 | |
| 0.0573 | 9.52 | |
| 0.9561 | 86.84 | |
| 3.4738 | 4.76 |
Estimation Period:
Apr 15, 2013 to Feb 6, 2026
Apr 15, 2013 to Feb 6, 2026
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