Jafco Group Co Ltd GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:17.52% (+0.76%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 13.7216 | 8.12 | |
| 0.0491 | 79.26 | |
| 0.9984 | 5,516.09 | |
| 5.1672 | 36.13 |
Estimation Period:
Nov 19, 1992 to Feb 13, 2026
Nov 19, 1992 to Feb 13, 2026
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