Jensen-Group Nv GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:25.53% (-0.95%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3121 | 21.49 | |
| 0.1286 | 28.15 | |
| 0.8177 | 156.07 |
Estimation Period:
Jun 26, 1997 to Feb 6, 2026
Jun 26, 1997 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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