JTEKT Corp MF2-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 24th, 2026:27.71% (+0.47%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 66 | ||
| 0.0423 | 17.02 | |
| 0.8371 | 153.92 | |
| 0.0943 | 20.56 | |
| 0.0941 | 4.06 | |
| 0.0585 | 3.65 | |
| 0.9259 | 47.27 |
Estimation Period:
Jan 3, 1990 to Feb 20, 2026
Jan 3, 1990 to Feb 20, 2026
News Impact Curve
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