Sims Ltd GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:28.76% (+1.69%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 4.4373 | 5.25 | |
| 0.0352 | 41.10 | |
| 0.9945 | 864.76 | |
| 4.3178 | 15.84 |
Estimation Period:
Nov 25, 1991 to Feb 6, 2026
Nov 25, 1991 to Feb 6, 2026
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