JB Eleven Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:14.44% (+0.31%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0605 | 4.96 | |
| 0.1772 | 7.89 | |
| 0.8816 | 126.89 | |
| -0.1176 | -4.55 |
Estimation Period:
Dec 26, 2006 to Feb 6, 2026
Dec 26, 2006 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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