Jt Corp GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:147.01% (-21.32%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.7447 | 17.91 | |
| 0.1911 | 15.27 | |
| 0.6649 | 50.59 | |
| -0.0181 | -0.87 |
Estimation Period:
Oct 27, 2006 to Feb 13, 2026
Oct 27, 2006 to Feb 13, 2026
News Impact Curve
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