Janus Corp Ltd EGARCH Volatility Analysis
Volatility Prediction for Thursday, June 5th, 2025:19.57% (-0.01%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4161 | 12.44 | |
| 0.4467 | 25.23 | |
| 0.8551 | 70.66 | |
| 0.0584 | 2.64 |
Estimation Period:
Feb 6, 2020 to May 30, 2025
Feb 6, 2020 to May 30, 2025
News Impact Curve
Volatility Forecasts
Other Janus Corp Ltd Analyses
Other EGARCH Analyses on International Equities