Japan Foundation Engineering EGARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:25.98% (-0.99%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1372 | 20.02 | |
| 0.2087 | 19.15 | |
| 0.9235 | 220.82 | |
| 0.0028 | 0.46 |
Estimation Period:
Dec 8, 1993 to Feb 10, 2026
Dec 8, 1993 to Feb 10, 2026
News Impact Curve
Volatility Forecasts
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