JTEKT Corp GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:33.85% (-1.04%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1612 | 22.19 | |
| 0.0886 | 37.92 | |
| 0.8878 | 319.95 |
Estimation Period:
Jan 3, 1990 to Feb 13, 2026
Jan 3, 1990 to Feb 13, 2026
News Impact Curve
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