South Port New Zealand Ltd GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:1,066.15% (+59.95%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 4,270.7590 | 11.61 | |
| 0.0331 | 101.04 | |
| 0.9990 | 10,741.94 | |
| 2.0002 | 2,000,185.00 |
Estimation Period:
Jul 8, 1994 to Feb 5, 2026
Jul 8, 1994 to Feb 5, 2026
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