J-Max Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:36.75% (-13.11%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7402 | 4.69 | |
| 0.2025 | 4.84 | |
| 0.3064 | 3.58 | |
| 0.2930 | 1.94 | |
| -0.6902 | -3.09 | |
| 0.7216 | 4.27 | |
| -0.5232 | -3.19 | |
| 0.3696 | 2.96 | |
| -0.3721 | -3.13 | |
| 0.3357 | 2.07 | |
| -0.1833 | -1.01 | |
| 0.0652 | 0.46 |
Estimation Period:
Jan 4, 2000 to Feb 10, 2026
Jan 4, 2000 to Feb 10, 2026
News Impact Curve
Volatility Forecasts
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