Treasury Wine Estates Ltd GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:39.86% (-2.30%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 3.7850 | 3.53 | |
| 0.0504 | 10.86 | |
| 0.9663 | 91.56 | |
| 3.6269 | 4.27 |
Estimation Period:
May 10, 2011 to Feb 6, 2026
May 10, 2011 to Feb 6, 2026
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