J Sainsbury PLC GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:20.74% (-0.82%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.7485 | 4.45 | |
| 0.0510 | 25.12 | |
| 0.9885 | 359.72 | |
| 4.9608 | 7.03 |
Estimation Period:
Jan 1, 1990 to Jan 30, 2026
Jan 1, 1990 to Jan 30, 2026
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