J Trust Co Ltd MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:29.08% (-1.31%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.1542 | 18.69 | |
| 0.7123 | 49.56 | |
| 0.0366 | 2.73 | |
| 0.0286 | 2.46 | |
| 0.0104 | 5.29 | |
| 0.9878 | 400.91 |
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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