Jdc Group Ag Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:42.19% (+4.43%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9552 | 5.34 | |
| 0.1476 | 7.80 | |
| 0.7381 | 22.25 | |
| 0.0453 | 0.63 | |
| -0.0100 | -0.10 | |
| -0.1021 | -1.35 | |
| 0.0391 | 0.57 | |
| 0.1401 | 1.99 | |
| -0.2447 | -2.46 | |
| 0.1993 | 2.20 |
Estimation Period:
Nov 29, 2005 to Feb 6, 2026
Nov 29, 2005 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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