Japan Petroleum Ex EGARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:56.66% (+5.43%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1254 | 19.96 | |
| 0.2134 | 30.75 | |
| 0.9271 | 249.22 | |
| -0.0266 | -4.35 |
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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