Valuenex Japan Inc GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:79.79% (+9.36%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1848 | 24.24 | |
| 0.4450 | 17.75 | |
| 0.6045 | 54.06 | |
| -0.0989 | -2.60 |
Estimation Period:
Oct 30, 2018 to Feb 13, 2026
Oct 30, 2018 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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