Sistema JSFC GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Thursday, June 5th, 2025:2.12% (0.00%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 4.1806 | 0.10 | |
| 0.0938 | 117.81 | |
| 0.9990 | 102.79 | |
| 2.0000 | 508.91 |
Estimation Period:
Sep 25, 2007 to Jun 4, 2025
Sep 25, 2007 to Jun 4, 2025
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