JGC Holdings Corp GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:41.04% (-2.52%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2934 | 21.37 | |
| 0.0741 | 20.99 | |
| 0.8465 | 208.08 | |
| 0.0738 | 9.05 |
Estimation Period:
Jan 3, 1990 to Feb 10, 2026
Jan 3, 1990 to Feb 10, 2026
News Impact Curve
Volatility Forecasts
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