Jtp Co Ltd MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:65.11% (+13.27%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 106 | ||
| 0.2130 | 25.77 | |
| 0.7228 | 83.32 | |
| -0.0142 | -0.96 | |
| 0.0113 | 2.15 | |
| 0.0191 | 3.03 | |
| 0.9801 | 136.16 |
Estimation Period:
Jun 22, 2006 to Feb 13, 2026
Jun 22, 2006 to Feb 13, 2026
News Impact Curve
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