JTEKT Corp MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:29.43% (-1.07%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 66 | ||
| 0.0426 | 17.09 | |
| 0.8371 | 153.77 | |
| 0.0939 | 20.44 | |
| 0.0946 | 4.07 | |
| 0.0584 | 3.65 | |
| 0.9260 | 47.32 |
Estimation Period:
Jan 3, 1990 to Feb 10, 2026
Jan 3, 1990 to Feb 10, 2026
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