JNB Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:76.63% (-3.04%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0837 | 1.43 | |
| 0.3399 | 10.77 | |
| 0.6597 | 20.88 | |
| -17.7879 | -1.51 | |
| 32.2852 | 1.67 | |
| -45.5300 | -3.10 | |
| 83.5145 | 3.89 | |
| -85.1986 | -2.88 | |
| 36.8930 | 1.59 | |
| -6.7762 | -0.57 | |
| 7.0011 | 0.93 | |
| -6.6091 | -1.22 |
Estimation Period:
Mar 16, 2021 to Feb 13, 2026
Mar 16, 2021 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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