Jmacs Japan Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:63.87% (-5.06%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5181 | 12.51 | |
| 0.1828 | 12.57 | |
| 0.8040 | 87.91 | |
| -0.0840 | -4.64 |
Estimation Period:
Sep 30, 1993 to Feb 13, 2026
Sep 30, 1993 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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