JFT Strategies Fund GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:17.10% (-0.70%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6843 | 5.87 | |
| 0.0769 | 19.67 | |
| 0.9759 | 249.92 | |
| 4.7807 | 6.48 |
Estimation Period:
May 21, 2012 to Feb 6, 2026
May 21, 2012 to Feb 6, 2026
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