Japan Aviation Electronics Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:30.86% (-1.21%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2371 | 7.59 | |
| 0.0854 | 7.76 | |
| 0.8428 | 43.39 | |
| -0.0451 | -1.57 | |
| 0.1403 | 3.22 | |
| -0.1950 | -6.09 | |
| 0.1662 | 5.24 | |
| -0.0954 | -2.67 | |
| 0.0469 | 1.25 | |
| -0.0428 | -1.18 | |
| 0.0354 | 0.90 | |
| -0.0067 | -0.21 |
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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