Jensen-Group Nv GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:30.04% (+3.06%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 6.7631 | 5.00 | |
| 0.1095 | 26.06 | |
| 0.9616 | 128.75 | |
| 3.0515 | 18.87 |
Estimation Period:
Jun 26, 1997 to Feb 6, 2026
Jun 26, 1997 to Feb 6, 2026
Other Jensen-Group Nv Analyses
Other GAS-GARCH Student T Analyses on International Equities