JSS Corp GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:23.64% (+0.45%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8088 | 19.70 | |
| 0.1740 | 13.05 | |
| 0.5977 | 43.06 | |
| 0.0828 | 2.52 |
Estimation Period:
Jun 28, 2013 to Feb 13, 2026
Jun 28, 2013 to Feb 13, 2026
News Impact Curve
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