J-Yuan Trust Co Ltd GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:30.58% (-1.50%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 16.2125 | 3.77 | |
| 0.1033 | 39.68 | |
| 0.9874 | 287.20 | |
| 4.5724 | 12.77 |
Estimation Period:
Jan 28, 1994 to Jan 30, 2026
Jan 28, 1994 to Jan 30, 2026
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