Jensen-Group Nv GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:25.69% (-0.94%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3051 | 17.93 | |
| 0.1099 | 11.28 | |
| 0.8222 | 159.28 | |
| 0.0311 | 1.67 |
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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