JM AB GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:29.63% (-1.22%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 7.2113 | 5.03 | |
| 0.0525 | 47.60 | |
| 0.9931 | 762.73 | |
| 4.3742 | 16.11 |
Estimation Period:
Jan 5, 1990 to Feb 6, 2026
Jan 5, 1990 to Feb 6, 2026
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