Japan Engine Corp GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:60.89% (-1.47%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3785 | 12.64 | |
| 0.1257 | 19.05 | |
| 0.8662 | 129.16 |
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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