JJ Finance Corporation Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:70.50% (+1.64%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0878 | 14.29 | |
| 0.1513 | 12.64 | |
| 0.8528 | 156.51 | |
| -0.0459 | -2.43 |
Estimation Period:
May 28, 2012 to Feb 6, 2026
May 28, 2012 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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