Neojapan Inc GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:34.09% (+0.06%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2857 | 11.40 | |
| 0.0970 | 15.30 | |
| 0.8821 | 184.96 | |
| -0.0145 | -1.36 |
Estimation Period:
Nov 30, 2015 to Feb 13, 2026
Nov 30, 2015 to Feb 13, 2026
News Impact Curve
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