JTEKT Corp GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:30.05% (+0.34%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1607 | 22.16 | |
| 0.0886 | 37.91 | |
| 0.8879 | 319.96 |
Estimation Period:
Jan 3, 1990 to Feb 6, 2026
Jan 3, 1990 to Feb 6, 2026
News Impact Curve
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