Japan Airport Terminal Co EGARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:38.13% (-5.08%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2848 | 13.04 | |
| 0.2962 | 17.10 | |
| 0.8218 | 59.17 | |
| -0.0554 | -2.99 |
Estimation Period:
Sep 17, 2020 to Feb 13, 2026
Sep 17, 2020 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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