Vanguard Ftse CAN ALL CP IDX GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:18.74% (+2.13%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6263 | 10.49 | |
| 0.1340 | 19.44 | |
| 0.9596 | 219.68 | |
| 9.1047 | 3.33 |
Estimation Period:
Aug 12, 2013 to Feb 6, 2026
Aug 12, 2013 to Feb 6, 2026
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