Japan Material Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:68.39% (-5.34%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8021 | 13.94 | |
| 0.1175 | 7.11 | |
| 0.8182 | 85.51 | |
| -0.0502 | -2.12 |
Estimation Period:
Dec 19, 2011 to Feb 13, 2026
Dec 19, 2011 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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