JHS Svendgaard Retail Ventu GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:64.38% (-0.24%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 14.0993 | 8.13 | |
| 0.2081 | 4.92 | |
| 0.7521 | 24.01 | |
| 5.7385 | 1.95 |
Estimation Period:
Jun 26, 2024 to Feb 6, 2026
Jun 26, 2024 to Feb 6, 2026
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