Jvckenwood Corp GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:49.45% (-3.48%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.5120 | 18.49 | |
| 0.1950 | 9.23 | |
| 0.5760 | 33.06 | |
| -0.0359 | -1.16 |
Estimation Period:
Oct 1, 2008 to Feb 13, 2026
Oct 1, 2008 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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