JTEKT Corp MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:28.94% (-0.47%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 66 | ||
| 0.0424 | 17.05 | |
| 0.8372 | 153.86 | |
| 0.0941 | 20.50 | |
| 0.0945 | 4.06 | |
| 0.0585 | 3.65 | |
| 0.9259 | 47.25 |
Estimation Period:
Jan 3, 1990 to Feb 13, 2026
Jan 3, 1990 to Feb 13, 2026
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