Jde Peet'S Nv GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:3.59% (-0.10%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.1261 | 8.65 | |
| 0.0629 | 52.89 | |
| 0.9990 | 6,363.06 | |
| 2.7765 | 357.75 |
Estimation Period:
May 29, 2020 to Feb 13, 2026
May 29, 2020 to Feb 13, 2026
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