J D Wetherspoon PLC GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:57.75% (+6.03%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 30.0954 | 10.49 | |
| 0.0831 | 146.78 | |
| 0.9981 | 5,769.53 | |
| 2.2034 | 2,004.95 |
Estimation Period:
Oct 29, 1992 to Feb 6, 2026
Oct 29, 1992 to Feb 6, 2026
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