Jfe Systems Inc GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:29.61% (-1.37%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1609 | 13.12 | |
| 0.1272 | 16.28 | |
| 0.8665 | 125.94 | |
| -0.0445 | -3.78 |
Estimation Period:
Mar 7, 2001 to Feb 13, 2026
Mar 7, 2001 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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