Japan Aviation Electronics MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:33.38% (-1.06%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 66 | ||
| 0.0448 | 16.59 | |
| 0.8405 | 172.72 | |
| 0.0829 | 17.16 | |
| 0.0327 | 3.16 | |
| 0.0134 | 4.76 | |
| 0.9817 | 249.74 |
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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