Suncorp Group Ltd GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:26.82% (-1.50%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.4442 | 6.49 | |
| 0.0802 | 31.72 | |
| 0.9810 | 306.10 | |
| 4.8153 | 10.69 |
Estimation Period:
May 18, 1990 to Feb 6, 2026
May 18, 1990 to Feb 6, 2026
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