Renet Japan Group GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:56.32% (-4.67%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.8165 | 8.93 | |
| 0.1251 | 12.71 | |
| 0.7261 | 30.68 | |
| 0.0947 | 2.99 |
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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