Jct Ltd GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Thursday, June 5th, 2025:3.76% (0.00%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 19.5589 | 1.49 | |
| 0.1392 | 121.70 | |
| 0.9990 | 1,502.26 | |
| 2.0000 | 71,428.61 |
Estimation Period:
Apr 19, 1995 to May 30, 2025
Apr 19, 1995 to May 30, 2025
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