WAM Capital Ltd GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:20.04% (+1.87%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.0755 | 4.96 | |
| 0.1023 | 34.47 | |
| 0.9792 | 245.59 | |
| 3.9354 | 14.56 |
Estimation Period:
Aug 12, 1999 to Feb 6, 2026
Aug 12, 1999 to Feb 6, 2026
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