Japan Engine Corp EGARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:61.05% (-0.59%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1724 | 18.30 | |
| 0.2789 | 27.50 | |
| 0.9497 | 309.64 | |
| -0.0297 | -3.40 |
Estimation Period:
Oct 28, 1993 to Feb 10, 2026
Oct 28, 1993 to Feb 10, 2026
News Impact Curve
Volatility Forecasts
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