Jbm Auto Ltd GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:47.77% (-3.13%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 12.3784 | 9.51 | |
| 0.1076 | 20.14 | |
| 0.9198 | 112.36 | |
| 3.2283 | 14.82 |
Estimation Period:
Jan 11, 2010 to Feb 6, 2026
Jan 11, 2010 to Feb 6, 2026
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