J Group Holdings Corp Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:14.19% (-3.10%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 5.4379 | 2.18 | |
| 0.4666 | 8.54 | |
| 0.5082 | 11.55 | |
| -0.3298 | -1.88 | |
| 0.5556 | 1.92 | |
| -0.2443 | -0.92 | |
| -0.1124 | -0.51 | |
| 0.4323 | 2.83 | |
| -0.6126 | -4.02 | |
| 0.5304 | 3.34 | |
| -0.2918 | -2.50 |
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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