Japan Electronic Materials EGARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:123.70% (+16.11%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2576 | 23.08 | |
| 0.3266 | 37.77 | |
| 0.8915 | 182.46 | |
| -0.0185 | -2.65 |
Estimation Period:
Dec 14, 1998 to Feb 10, 2026
Dec 14, 1998 to Feb 10, 2026
News Impact Curve
Volatility Forecasts
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