JTEKT Corp GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 24th, 2026:28.91% (+0.26%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1450 | 22.20 | |
| 0.0404 | 16.90 | |
| 0.8978 | 390.35 | |
| 0.0807 | 14.06 |
Estimation Period:
Jan 3, 1990 to Feb 20, 2026
Jan 3, 1990 to Feb 20, 2026
News Impact Curve
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