JNB Co Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:71.57% (-3.15%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1443 | 1.71 | |
| 0.3275 | 9.78 | |
| 0.6708 | 19.93 | |
| -1.5625 | -0.12 | |
| 7.9986 | 0.41 | |
| -34.1093 | -2.62 | |
| 79.6895 | 3.77 | |
| -85.0877 | -2.85 | |
| 37.5592 | 1.61 | |
| -7.5294 | -0.62 | |
| 8.1980 | 1.01 | |
| -8.8429 | -0.93 |
Estimation Period:
Mar 16, 2021 to Feb 13, 2026
Mar 16, 2021 to Feb 13, 2026
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