SKYCITY Entertainment Group Ltd GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:28.83% (-1.56%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 3.3721 | 7.14 | |
| 0.0623 | 22.62 | |
| 0.9757 | 285.64 | |
| 5.1547 | 5.60 |
Estimation Period:
May 13, 1999 to Feb 13, 2026
May 13, 1999 to Feb 13, 2026
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