Jade Group Inc/Japan GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:51.53% (-0.18%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 4.0982 | 17.00 | |
| 0.1495 | 9.24 | |
| 0.5407 | 28.48 | |
| 0.1104 | 2.47 |
Estimation Period:
Mar 7, 2017 to Feb 6, 2026
Mar 7, 2017 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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