Jms Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:24.07% (-0.50%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2114 | 21.15 | |
| 0.1245 | 15.76 | |
| 0.8062 | 174.64 | |
| 0.0538 | 3.39 |
Estimation Period:
Jan 4, 1990 to Feb 10, 2026
Jan 4, 1990 to Feb 10, 2026
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