Japan Business Systems Inc Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:49.13% (+2.70%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.5485 | 3.49 | |
| 0.1987 | 2.29 | |
| 0.0000 | 0.00 | |
| 7.6138 | 0.85 | |
| -11.6794 | -0.73 | |
| 4.6189 | 0.39 | |
| 3.3355 | 0.48 | |
| -12.7638 | -2.39 | |
| 21.1243 | 3.17 | |
| -24.4341 | -2.51 | |
| 24.1772 | 1.89 |
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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