Johnson Matthey PLC GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:24.46% (-0.23%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 3.6551 | 5.49 | |
| 0.0515 | 65.65 | |
| 0.9952 | 1,071.23 | |
| 4.1723 | 29.31 |
Estimation Period:
Jan 1, 1990 to Feb 13, 2026
Jan 1, 1990 to Feb 13, 2026
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