JRC Co Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:21.77% (-11.93%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.6051 | 3.65 | |
| 0.2552 | 1.97 | |
| 0.0120 | 0.11 | |
| 3.6815 | 1.72 | |
| -6.9676 | -1.91 | |
| 9.2669 | 2.86 | |
| -16.4038 | -2.71 |
Estimation Period:
Aug 9, 2023 to Feb 13, 2026
Aug 9, 2023 to Feb 13, 2026
News Impact Curve
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