Japan Petroleum Ex Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:61.67% (-5.57%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9893 | 14.71 | |
| 0.1111 | 7.42 | |
| 0.8189 | 35.31 | |
| -0.0000 | -0.14 |
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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