Jm Financial GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:64.05% (-5.91%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9634 | 16.83 | |
| 0.1266 | 13.18 | |
| 0.7680 | 75.50 | |
| 0.0282 | 1.72 |
Estimation Period:
Aug 15, 2006 to Feb 6, 2026
Aug 15, 2006 to Feb 6, 2026
News Impact Curve
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