Jm Financial GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:69.54% (-4.93%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 10.8760 | 6.53 | |
| 0.1053 | 18.20 | |
| 0.9387 | 93.14 | |
| 3.6798 | 8.67 |
Estimation Period:
Aug 15, 2006 to Feb 6, 2026
Aug 15, 2006 to Feb 6, 2026
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