WAM Active Ltd GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:27.20% (-0.56%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 3.8139 | 5.05 | |
| 0.0938 | 28.64 | |
| 0.9766 | 215.40 | |
| 3.6344 | 14.46 |
Estimation Period:
Jan 11, 2008 to Feb 6, 2026
Jan 11, 2008 to Feb 6, 2026
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