Johnson Matthey PLC GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:26.89% (-1.14%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 3.6689 | 5.50 | |
| 0.0516 | 65.70 | |
| 0.9952 | 1,073.54 | |
| 4.1732 | 29.36 |
Estimation Period:
Jan 1, 1990 to Feb 6, 2026
Jan 1, 1990 to Feb 6, 2026
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