J Sainsbury PLC GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:17.74% (-0.62%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.7441 | 4.43 | |
| 0.0508 | 25.15 | |
| 0.9886 | 360.13 | |
| 4.9498 | 7.06 |
Estimation Period:
Jan 1, 1990 to Feb 20, 2026
Jan 1, 1990 to Feb 20, 2026
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