JPMorgan Chase & Co GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:29.04% (-1.47%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0332 | 4.77 | |
| 0.0741 | 44.21 | |
| 0.9936 | 736.58 | |
| 6.0017 | 11.39 |
Estimation Period:
Jan 2, 1990 to Feb 13, 2026
Jan 2, 1990 to Feb 13, 2026
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