Vector Ltd GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:24.13% (+2.84%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.8094 | 6.04 | |
| 0.0766 | 17.02 | |
| 0.9759 | 226.27 | |
| 5.7332 | 4.73 |
Estimation Period:
Aug 15, 2005 to Feb 5, 2026
Aug 15, 2005 to Feb 5, 2026
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