JGC Holdings Corp Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:44.01% (-3.01%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.7233 | 7.26 | |
| 0.1184 | 7.60 | |
| 0.7946 | 33.58 | |
| 0.1038 | 7.85 | |
| -0.1540 | -7.88 | |
| 0.0662 | 5.09 | |
| -0.0195 | -1.75 | |
| 0.0167 | 1.16 | |
| -0.0438 | -1.90 |
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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