J.S.B. Co GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:22.98% (-0.46%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 5.8175 | 4.39 | |
| 0.0705 | 12.15 | |
| 0.9662 | 120.01 | |
| 4.2290 | 4.51 |
Estimation Period:
Jul 20, 2017 to Feb 6, 2026
Jul 20, 2017 to Feb 6, 2026
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