Japan Aviation Electronics GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:33.22% (-1.05%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2511 | 21.01 | |
| 0.0819 | 33.70 | |
| 0.8832 | 263.40 |
Estimation Period:
Jan 5, 1990 to Feb 10, 2026
Jan 5, 1990 to Feb 10, 2026
News Impact Curve
Volatility Forecasts
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