Japan Petroleum Ex GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:58.41% (-5.15%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3651 | 21.27 | |
| 0.0867 | 16.26 | |
| 0.8195 | 142.42 | |
| 0.0461 | 4.46 |
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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