JB Eleven Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:17.27% (+0.92%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0297 | 2.98 | |
| 0.2651 | 4.52 | |
| 0.5358 | 7.27 | |
| -0.5711 | -3.14 | |
| 0.7621 | 2.95 | |
| -0.2557 | -1.53 | |
| 0.1334 | 0.97 | |
| -0.0297 | -0.15 | |
| -0.2705 | -1.02 | |
| 0.5733 | 2.82 | |
| -0.4983 | -3.98 |
Estimation Period:
Dec 26, 2006 to Feb 13, 2026
Dec 26, 2006 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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