Japan Pure Chemical Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:51.37% (-1.65%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0443 | 17.37 | |
| 0.1005 | 20.94 | |
| 0.8917 | 263.67 | |
| 0.0155 | 1.58 |
Estimation Period:
Dec 6, 2002 to Feb 13, 2026
Dec 6, 2002 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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