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Northern Jute Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Sunday, February 8th, 2026:53.95% (+5.88%)
Analysis last updated: Friday, February 6, 2026 at 07:56 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Northern Jute S0GARCH
paramt-stat
ω1.48992.11
α0.16248.33
β0.837243.15
γ1-1.6330-0.94
γ22.26731.14
γ3-1.0471-2.56
γ40.76671.95
γ5-1.0228-2.51
γ61.39792.64
γ7-0.9382-1.53
γ80.22660.44
γ9-0.0717-0.24
Estimation Period:
Oct 19, 2009 to Feb 5, 2026
Impact of return on volatility tomorrow
Volatility Forecasts