Vukile Property Fund Ltd GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:21.19% (-1.89%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 3.6953 | 4.67 | |
| 0.0849 | 37.94 | |
| 0.9782 | 198.49 | |
| 2.8749 | 30.76 |
Estimation Period:
Jun 30, 2004 to Feb 6, 2026
Jun 30, 2004 to Feb 6, 2026
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