JTEKT Corp EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:30.07% (-0.21%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0524 | 16.25 | |
| 0.1606 | 42.81 | |
| 0.9729 | 778.31 | |
| -0.0620 | -16.88 |
Estimation Period:
Jan 3, 1990 to Feb 6, 2026
Jan 3, 1990 to Feb 6, 2026
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