JNB Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:58.86% (-2.42%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2031 | 3.99 | |
| 0.0959 | 9.18 | |
| 0.9017 | 61.59 | |
| 0.0047 | 0.12 |
Estimation Period:
Mar 16, 2021 to Feb 13, 2026
Mar 16, 2021 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
Other GJR-GARCH Analyses on International Equities