Jbf Industries Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, June 5th, 2025:0.00% (0.00%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 10.7919 | 107,919,400.00 | |
| 0.2249 | 2,248,860.00 | |
| 0.6696 | 6,696,120.00 | |
| 0.6071 | 6,071,030.00 | |
| -9.8224 | -98,224,240.00 | |
| 12.6831 | 126,831,300.00 | |
| 0.2339 | 2,339,420.00 | |
| -17.1922 | -171,921,500.00 | |
| 25.7363 | 257,363,000.00 | |
| -5.1924 | -51,924,310.00 | |
| -5.3823 | -53,822,570.00 | |
| 28.5407 | 285,406,600.00 | |
| -232.6935 | -2,326,935,000.00 |
Estimation Period:
Oct 9, 1995 to May 30, 2025
Oct 9, 1995 to May 30, 2025
News Impact Curve
Volatility Forecasts
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