Neojapan Inc GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:34.64% (+0.11%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3056 | 11.35 | |
| 0.0963 | 26.56 | |
| 0.8747 | 167.73 |
Estimation Period:
Nov 30, 2015 to Feb 13, 2026
Nov 30, 2015 to Feb 13, 2026
News Impact Curve
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