SA Corporate Real Estate Fund Nominees Pty Ltd GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:32.77% (+3.18%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 4.8991 | 6.04 | |
| 0.1013 | 33.79 | |
| 0.9707 | 203.83 | |
| 3.3202 | 20.61 |
Estimation Period:
Apr 23, 1996 to Feb 6, 2026
Apr 23, 1996 to Feb 6, 2026
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