JNB Co Ltd GARCH Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:59.12% (-2.41%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2009 | 4.09 | |
| 0.0974 | 5.53 | |
| 0.9026 | 70.37 |
Estimation Period:
Mar 16, 2021 to Feb 13, 2026
Mar 16, 2021 to Feb 13, 2026
News Impact Curve
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