Codan Ltd GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:72.90% (+14.36%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 16.4184 | 3.98 | |
| 0.5172 | 8.08 | |
| 0.7934 | 16.19 | |
| 5.1763 | 5.34 |
Estimation Period:
Aug 21, 2024 to Feb 13, 2026
Aug 21, 2024 to Feb 13, 2026
Other Codan Ltd Analyses
Other GAS-GARCH Student T Analyses on International Equities