J.S.B. Co Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:22.16% (+1.95%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0332 | 5.75 | |
| 0.1511 | 4.20 | |
| 0.6218 | 8.90 | |
| -0.0184 | -0.14 | |
| -0.1444 | -0.72 | |
| 0.3887 | 2.76 | |
| -0.5376 | -3.14 |
Estimation Period:
Jul 20, 2017 to Feb 10, 2026
Jul 20, 2017 to Feb 10, 2026
News Impact Curve
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