Virgin Australia Holdings Ltd GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:27.13% (-1.68%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.5463 | 4.61 | |
| 0.0506 | 0.67 | |
| 0.7958 | 9.55 | |
| 8.0358 | 0.12 |
Estimation Period:
Jun 24, 2025 to Feb 6, 2026
Jun 24, 2025 to Feb 6, 2026
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