JB Eleven Co Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:8.82% (+2.14%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0646 | 2.57 | |
| 0.2788 | 4.30 | |
| 0.5198 | 6.85 | |
| -0.5977 | -1.83 | |
| 0.5650 | 1.23 | |
| 0.2572 | 0.96 | |
| -0.4465 | -1.95 | |
| 0.4591 | 2.19 | |
| -0.3279 | -0.88 | |
| 0.0645 | 0.13 | |
| -0.2131 | -0.53 | |
| 1.0284 | 2.90 | |
| -2.1809 | -3.28 |
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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