J Trust Co Ltd GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:42.51% (+2.04%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 27.4517 | 3.04 | |
| 0.1025 | 45.74 | |
| 0.9840 | 189.89 | |
| 2.9110 | 29.94 |
Estimation Period:
Sep 18, 1998 to Feb 13, 2026
Sep 18, 1998 to Feb 13, 2026
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