J.S.B. Co GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:25.30% (+0.43%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1311 | 7.50 | |
| 0.0707 | 13.23 | |
| 0.9109 | 156.06 | |
| -0.0052 | -0.61 |
Estimation Period:
Jul 20, 2017 to Feb 13, 2026
Jul 20, 2017 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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