Japan Airport Terminal Co MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:40.39% (+5.22%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 66 | ||
| 0.1123 | 10.55 | |
| 0.4901 | 18.65 | |
| 0.1179 | 6.65 | |
| 0.0420 | 0.56 | |
| 0.0135 | 0.67 | |
| 0.9764 | 28.94 |
Estimation Period:
Sep 17, 2020 to Feb 6, 2026
Sep 17, 2020 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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