JF SmartInvest Holdings Ltd GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:123.18% (-2.56%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 24.3726 | 5.01 | |
| 0.0958 | 33.93 | |
| 0.9843 | 324.97 | |
| 2.7631 | 47.53 |
Estimation Period:
Mar 10, 2023 to Feb 6, 2026
Mar 10, 2023 to Feb 6, 2026
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