JTEKT Corp Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:27.93% (-0.82%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3384 | 9.49 | |
| 0.0893 | 8.76 | |
| 0.8826 | 71.17 | |
| 0.0039 | 2.95 | |
| -0.0069 | -2.63 |
Estimation Period:
Jan 3, 1990 to Jan 30, 2026
Jan 3, 1990 to Jan 30, 2026
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