Jt Corp Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:120.24% (-27.62%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8876 | 4.42 | |
| 0.1955 | 6.53 | |
| 0.6213 | 12.69 | |
| -0.1036 | -0.69 | |
| 0.0319 | 0.15 | |
| 0.2155 | 1.56 | |
| -0.2933 | -2.37 | |
| 0.3420 | 3.30 | |
| -0.4444 | -4.90 | |
| 0.5034 | 5.40 | |
| -0.3625 | -4.59 |
Estimation Period:
Oct 27, 2006 to Feb 13, 2026
Oct 27, 2006 to Feb 13, 2026
News Impact Curve
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