Jbm Auto Ltd EGARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:47.42% (-1.46%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1007 | 10.57 | |
| 0.1661 | 22.60 | |
| 0.9658 | 249.68 | |
| -0.0268 | -4.33 |
Estimation Period:
Jan 11, 2010 to Feb 6, 2026
Jan 11, 2010 to Feb 6, 2026
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