JGC Holdings Corp GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 24th, 2026:38.87% (-1.94%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2930 | 21.35 | |
| 0.0739 | 20.97 | |
| 0.8467 | 208.34 | |
| 0.0739 | 9.07 |
Estimation Period:
Jan 3, 1990 to Feb 20, 2026
Jan 3, 1990 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
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