Jm Financial EGARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:66.24% (-7.05%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2725 | 18.56 | |
| 0.2861 | 27.25 | |
| 0.8869 | 139.09 | |
| 0.0001 | 0.01 |
Estimation Period:
Aug 15, 2006 to Feb 6, 2026
Aug 15, 2006 to Feb 6, 2026
News Impact Curve
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