Japan Material Co Ltd EGARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:70.11% (+14.81%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2331 | 13.48 | |
| 0.1997 | 19.83 | |
| 0.8977 | 108.93 | |
| 0.0265 | 2.55 |
Estimation Period:
Dec 19, 2011 to Feb 10, 2026
Dec 19, 2011 to Feb 10, 2026
News Impact Curve
Volatility Forecasts
Other Japan Material Co Ltd Analyses
Other EGARCH Analyses on International Equities