Janata Insurance PLC GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:31.41% (-1.27%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1973 | 14.61 | |
| 0.1003 | 19.03 | |
| 0.8773 | 209.62 | |
| 0.0152 | 1.33 |
Estimation Period:
Oct 27, 2009 to Feb 5, 2026
Oct 27, 2009 to Feb 5, 2026
News Impact Curve
Volatility Forecasts
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