Jardine Matheson Holdings Ltd GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:31.48% (-0.34%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0610 | 5.16 | |
| 0.0640 | 31.25 | |
| 0.9869 | 414.32 | |
| 4.5246 | 10.07 |
Estimation Period:
Oct 4, 1990 to Feb 6, 2026
Oct 4, 1990 to Feb 6, 2026
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