Japan Wool Textile Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:23.58% (-0.89%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1450 | 25.31 | |
| 0.0858 | 19.12 | |
| 0.8550 | 258.63 | |
| 0.0547 | 6.33 |
Estimation Period:
Jan 4, 1990 to Feb 13, 2026
Jan 4, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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