J Trust Co Ltd GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:36.13% (-1.03%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5210 | 16.72 | |
| 0.1403 | 26.69 | |
| 0.8459 | 160.21 |
Estimation Period:
Sep 18, 1998 to Feb 10, 2026
Sep 18, 1998 to Feb 10, 2026
News Impact Curve
Volatility Forecasts
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