J.S.B. Co EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:21.46% (-0.38%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0577 | 7.40 | |
| 0.1560 | 19.59 | |
| 0.9725 | 209.01 | |
| -0.0053 | -0.48 |
Estimation Period:
Jul 20, 2017 to Feb 6, 2026
Jul 20, 2017 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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