JNB Co Ltd EGARCH Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:62.87% (-2.17%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2154 | 5.24 | |
| 0.1953 | 6.16 | |
| 0.9338 | 65.39 | |
| 0.0347 | 1.31 |
Estimation Period:
Mar 16, 2021 to Feb 13, 2026
Mar 16, 2021 to Feb 13, 2026
News Impact Curve
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