Wesfarmers Ltd GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:21.19% (+2.29%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.0173 | 8.59 | |
| 0.0768 | 25.86 | |
| 0.9724 | 276.32 | |
| 5.3045 | 7.10 |
Estimation Period:
Jan 1, 1990 to Jan 30, 2026
Jan 1, 1990 to Jan 30, 2026
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