Jbm Auto Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:45.67% (+1.91%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7103 | 15.08 | |
| 0.0790 | 14.14 | |
| 0.8369 | 123.90 | |
| 0.0716 | 5.72 |
Estimation Period:
Jan 11, 2010 to Feb 13, 2026
Jan 11, 2010 to Feb 13, 2026
News Impact Curve
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