Treasury Wine Estates Ltd GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:37.06% (+4.16%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 3.7254 | 3.57 | |
| 0.0496 | 10.77 | |
| 0.9663 | 92.11 | |
| 3.6511 | 4.16 |
Estimation Period:
May 10, 2011 to Jan 30, 2026
May 10, 2011 to Jan 30, 2026
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