JTEKT Corp GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:29.31% (-0.29%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1448 | 22.18 | |
| 0.0406 | 16.94 | |
| 0.8978 | 389.99 | |
| 0.0804 | 14.01 |
Estimation Period:
Jan 3, 1990 to Feb 6, 2026
Jan 3, 1990 to Feb 6, 2026
News Impact Curve
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