Jm Financial GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:65.22% (-6.15%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9534 | 17.30 | |
| 0.1379 | 19.95 | |
| 0.7703 | 77.92 |
Estimation Period:
Aug 15, 2006 to Feb 6, 2026
Aug 15, 2006 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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