Japan Reliance Service Corp GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:57.67% (-2.76%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.4657 | 18.61 | |
| 0.2591 | 14.84 | |
| 0.7217 | 64.51 | |
| -0.0807 | -3.87 |
Estimation Period:
Jan 31, 1997 to Feb 13, 2026
Jan 31, 1997 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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