Jtp Co Ltd EGARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:54.50% (+8.68%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1902 | 23.70 | |
| 0.3231 | 33.43 | |
| 0.9324 | 288.57 | |
| 0.0116 | 1.40 |
Estimation Period:
Jun 22, 2006 to Feb 10, 2026
Jun 22, 2006 to Feb 10, 2026
News Impact Curve
Volatility Forecasts
Other EGARCH Analyses on International Equities