Janus Corp Ltd GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Thursday, June 5th, 2025:4.30% (0.00%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 14.0539 | 2.18 | |
| 0.2500 | 66.18 | |
| 0.9967 | 3,804.27 | |
| 2.0000 | 3,898.64 |
Estimation Period:
Feb 6, 2020 to Jun 4, 2025
Feb 6, 2020 to Jun 4, 2025
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