Jvm Co Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:30.94% (-0.27%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1753 | 6.92 | |
| 0.0700 | 5.16 | |
| 0.8761 | 38.03 | |
| -0.0434 | -2.07 | |
| 0.0852 | 2.73 | |
| -0.0421 | -1.66 | |
| -0.0318 | -0.75 |
Estimation Period:
Jun 8, 2006 to Feb 6, 2026
Jun 8, 2006 to Feb 6, 2026
News Impact Curve
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