Japan Foundation Engineering GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:30.20% (+2.81%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3979 | 15.08 | |
| 0.1165 | 15.89 | |
| 0.8019 | 123.64 | |
| 0.0159 | 1.57 |
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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