Jsw Pacific Corp GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:30.23% (+0.17%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3101 | 13.86 | |
| 0.1127 | 13.02 | |
| 0.8556 | 125.73 | |
| -0.0383 | -2.72 |
Estimation Period:
Nov 29, 2011 to Feb 6, 2026
Nov 29, 2011 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Jsw Pacific Corp Analyses
Other GJR-GARCH Analyses on International Equities