Japan Engine Corp GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:56.56% (+5.52%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3442 | 12.51 | |
| 0.0987 | 13.41 | |
| 0.8698 | 136.16 | |
| 0.0567 | 4.29 |
Estimation Period:
Oct 28, 1993 to Feb 13, 2026
Oct 28, 1993 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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