J Group Holdings Corp GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:12.94% (-0.15%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1471 | 19.04 | |
| 0.3098 | 16.49 | |
| 0.6611 | 69.41 | |
| 0.0584 | 1.86 |
Estimation Period:
Nov 30, 2006 to Feb 13, 2026
Nov 30, 2006 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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