Jbm Auto Ltd GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:44.63% (-1.18%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5654 | 14.43 | |
| 0.0849 | 20.26 | |
| 0.8699 | 139.57 |
Estimation Period:
Jan 11, 2010 to Feb 6, 2026
Jan 11, 2010 to Feb 6, 2026
News Impact Curve
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