JGC Holdings Corp Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:43.02% (+2.09%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.6968 | 6.90 | |
| 0.1170 | 7.72 | |
| 0.8010 | 35.25 | |
| 0.1009 | 7.35 | |
| -0.1491 | -7.37 | |
| 0.0614 | 4.62 | |
| -0.0118 | -1.08 | |
| 0.0017 | 0.14 | |
| -0.0067 | -0.60 |
Estimation Period:
Jan 3, 1990 to Feb 13, 2026
Jan 3, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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