Japan Airport Terminal Co GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:36.88% (-5.20%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0880 | 14.46 | |
| 0.1224 | 6.68 | |
| 0.6057 | 28.30 | |
| 0.1148 | 3.12 |
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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