Janata Insurance PLC Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:28.91% (-1.30%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8438 | 3.00 | |
| 0.1188 | 7.62 | |
| 0.8342 | 43.70 | |
| -0.4600 | -1.61 | |
| 0.5585 | 1.33 | |
| -0.0119 | -0.05 | |
| -0.1680 | -0.71 | |
| 0.1641 | 0.67 | |
| -0.3179 | -1.31 | |
| 0.5178 | 2.52 | |
| -0.3863 | -3.09 |
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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