Janata Insurance PLC Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:24.18% (-1.46%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8310 | 3.02 | |
| 0.1198 | 7.59 | |
| 0.8305 | 42.80 | |
| -0.4633 | -1.64 | |
| 0.5620 | 1.35 | |
| -0.0105 | -0.04 | |
| -0.1750 | -0.75 | |
| 0.1862 | 0.77 | |
| -0.3731 | -1.58 | |
| 0.6481 | 3.07 | |
| -0.7554 | -2.67 |
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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