Jk Cements Ltd GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:37.24% (-2.82%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 5.4671 | 5.35 | |
| 0.0950 | 14.96 | |
| 0.9461 | 89.08 | |
| 3.6610 | 7.20 |
Estimation Period:
Jul 4, 2006 to Feb 6, 2026
Jul 4, 2006 to Feb 6, 2026
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