WAM Research Ltd GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:15.24% (-0.74%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.7858 | 6.58 | |
| 0.1011 | 24.44 | |
| 0.9720 | 219.66 | |
| 4.9074 | 8.60 |
Estimation Period:
Aug 19, 2003 to Feb 13, 2026
Aug 19, 2003 to Feb 13, 2026
Other WAM Research Ltd Analyses
Other GAS-GARCH Student T Analyses on Closed-end Funds