JTEKT Corp GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:30.28% (-0.43%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1453 | 22.22 | |
| 0.0406 | 16.93 | |
| 0.8977 | 389.79 | |
| 0.0806 | 14.03 |
Estimation Period:
Jan 3, 1990 to Feb 13, 2026
Jan 3, 1990 to Feb 13, 2026
News Impact Curve
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