Japan Material Co Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:60.95% (-5.78%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0091 | 4.80 | |
| 0.0914 | 4.20 | |
| 0.7666 | 15.57 | |
| -0.0210 | -1.46 | |
| 0.0411 | 1.82 |
Estimation Period:
Dec 19, 2011 to Feb 13, 2026
Dec 19, 2011 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
Other Japan Material Co Ltd Analyses
Other Spline-GARCH Analyses on International Equities