JNB Co Ltd AGARCH Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:63.17% (-3.53%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2184 | 3.75 | |
| 0.1523 | 5.33 | |
| 0.8843 | 55.06 | |
| 0.0436 | 0.17 |
Estimation Period:
Mar 16, 2021 to Feb 13, 2026
Mar 16, 2021 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
Other AGARCH Analyses on International Equities