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V-Lab

Jt Corp Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:120.24% (-27.62%)
Analysis last updated: Friday, February 20, 2026 at 10:05 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Jt Corp S0GARCH
paramt-stat
ω0.88764.42
α0.19556.53
β0.621312.69
γ1-0.1036-0.69
γ20.03190.15
γ30.21551.56
γ4-0.2933-2.37
γ50.34203.30
γ6-0.4444-4.90
γ70.50345.40
γ8-0.3625-4.59
Estimation Period:
Oct 27, 2006 to Feb 13, 2026
Impact of return on volatility tomorrow
Volatility Forecasts