Japan System Techniques Co GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:69.00% (-4.86%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3311 | 19.18 | |
| 0.1145 | 21.11 | |
| 0.8274 | 157.36 | |
| 0.0393 | 3.04 |
Estimation Period:
Nov 6, 2001 to Feb 13, 2026
Nov 6, 2001 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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