JGC Holdings Corp Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 26th, 2026:39.17% (+0.42%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.6957 | 6.90 | |
| 0.1169 | 7.71 | |
| 0.8012 | 35.26 | |
| 0.1007 | 7.35 | |
| -0.1488 | -7.37 | |
| 0.0613 | 4.61 | |
| -0.0117 | -1.07 | |
| 0.0015 | 0.13 | |
| -0.0066 | -0.59 |
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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