Renet Japan Group GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:55.44% (-4.04%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.8745 | 8.65 | |
| 0.1568 | 9.68 | |
| 0.7306 | 29.19 |
Estimation Period:
Dec 20, 2016 to Feb 6, 2026
Dec 20, 2016 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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