Japan Engine Corp AGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:60.03% (-4.56%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4981 | 19.71 | |
| 0.1583 | 31.05 | |
| 0.8324 | 174.18 | |
| 0.3369 | 3.31 |
Estimation Period:
Oct 28, 1993 to Feb 6, 2026
Oct 28, 1993 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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