JM AB GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:28.79% (-0.30%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0539 | 13.57 | |
| 0.0397 | 26.57 | |
| 0.9508 | 492.65 |
Estimation Period:
Jan 5, 1990 to Feb 6, 2026
Jan 5, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other GARCH Analyses on International Equities