JTEKT Corp Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:32.28% (-1.11%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3373 | 9.48 | |
| 0.0893 | 8.78 | |
| 0.8827 | 71.38 | |
| 0.0039 | 2.93 | |
| -0.0068 | -2.59 |
Estimation Period:
Jan 3, 1990 to Feb 13, 2026
Jan 3, 1990 to Feb 13, 2026
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