Japan System Techniques Co AGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:69.65% (-8.49%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4741 | 25.45 | |
| 0.1708 | 38.96 | |
| 0.7719 | 200.34 | |
| 0.2438 | 3.36 |
Estimation Period:
Nov 6, 2001 to Feb 13, 2026
Nov 6, 2001 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
Other Japan System Techniques Co Analyses
Other AGARCH Analyses on International Equities