Japan Foundation Engineering AGARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:27.52% (-0.88%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5597 | 17.98 | |
| 0.1560 | 27.79 | |
| 0.7406 | 111.14 | |
| 0.0662 | 1.23 |
Estimation Period:
Dec 8, 1993 to Feb 13, 2026
Dec 8, 1993 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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