Japan Engine Corp MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:57.31% (-3.26%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 26 | ||
| 0.1642 | 20.14 | |
| 0.6272 | 43.25 | |
| 0.0891 | 5.12 | |
| 0.0373 | 1.68 | |
| 0.0211 | 4.46 | |
| 0.9777 | 174.80 |
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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