JNB Co Ltd MF2-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:65.85% (-1.38%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 106 | ||
| 0.0859 | 0.36 | |
| 0.7576 | 14.86 | |
| 0.0097 | 0.02 | |
| 0.2029 | 0.16 | |
| 0.0512 | 0.12 | |
| 0.9428 | 2.37 |
Estimation Period:
Mar 16, 2021 to Feb 13, 2026
Mar 16, 2021 to Feb 13, 2026
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