Shin Nippon Air Technologies GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:55.04% (+15.53%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1606 | 21.50 | |
| 0.0676 | 20.37 | |
| 0.8738 | 270.95 | |
| 0.0580 | 7.39 |
Estimation Period:
Dec 4, 1990 to Feb 13, 2026
Dec 4, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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