Janus Henderson Group plc GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:13.21% (+1.51%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 6.7790 | 4.64 | |
| 0.0784 | 38.62 | |
| 0.9923 | 640.18 | |
| 4.3876 | 16.61 |
Estimation Period:
May 30, 2017 to Feb 13, 2026
May 30, 2017 to Feb 13, 2026
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