J Group Holdings Corp GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:15.12% (-1.87%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1462 | 18.50 | |
| 0.3391 | 21.56 | |
| 0.6609 | 67.21 |
Estimation Period:
Nov 30, 2006 to Feb 6, 2026
Nov 30, 2006 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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