Jm Financial AGARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:65.15% (-8.25%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1552 | 24.19 | |
| 0.1561 | 25.03 | |
| 0.7330 | 94.57 | |
| -0.0241 | -0.29 |
Estimation Period:
Aug 15, 2006 to Feb 6, 2026
Aug 15, 2006 to Feb 6, 2026
News Impact Curve
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