JDE Peet'S NV GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:6.34% (-0.27%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 3.6516 | 13.43 | |
| 0.0475 | 43.10 | |
| 0.9990 | 6,403.85 | |
| 2.7483 | 335.56 |
Estimation Period:
Jun 8, 2020 to Feb 6, 2026
Jun 8, 2020 to Feb 6, 2026
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