en Inc/Japan GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:47.46% (-0.78%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0925 | 7.79 | |
| 0.0426 | 10.14 | |
| 0.9565 | 341.11 | |
| -0.0133 | -2.96 |
Estimation Period:
Jul 31, 2001 to Feb 13, 2026
Jul 31, 2001 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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