Japan Aviation Electronics GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:32.01% (-0.17%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2429 | 19.24 | |
| 0.0450 | 18.38 | |
| 0.8868 | 275.75 | |
| 0.0711 | 12.51 |
Estimation Period:
Jan 5, 1990 to Feb 13, 2026
Jan 5, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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