Japan Business Systems Inc GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:48.07% (-0.63%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 9.40 | |
| 0.2223 | 3.96 | |
| 0.4204 | 8.57 | |
| -0.1997 | -3.49 |
Estimation Period:
Aug 2, 2022 to Feb 13, 2026
Aug 2, 2022 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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