Japan Petroleum Ex AGARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:59.67% (-5.55%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4346 | 24.34 | |
| 0.1223 | 33.02 | |
| 0.7907 | 139.47 | |
| 0.3191 | 7.02 |
Estimation Period:
Dec 10, 2003 to Feb 13, 2026
Dec 10, 2003 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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