Wesfarmers Ltd GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:21.82% (+0.64%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.0169 | 8.58 | |
| 0.0767 | 25.87 | |
| 0.9724 | 276.65 | |
| 5.3064 | 7.09 |
Estimation Period:
Jan 1, 1990 to Feb 6, 2026
Jan 1, 1990 to Feb 6, 2026
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