Jat Holdings Plc GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:33.29% (-0.90%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2205 | 6.22 | |
| 0.0659 | 5.20 | |
| 0.8917 | 80.54 | |
| 0.0289 | 1.11 |
Estimation Period:
Aug 12, 2021 to Feb 6, 2026
Aug 12, 2021 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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