JTEKT Corp GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:29.71% (-0.77%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1610 | 22.16 | |
| 0.0887 | 37.90 | |
| 0.8878 | 319.70 |
Estimation Period:
Jan 3, 1990 to Jan 30, 2026
Jan 3, 1990 to Jan 30, 2026
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