Japan Electronic Materials GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:136.97% (-15.31%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7424 | 23.55 | |
| 0.1463 | 22.28 | |
| 0.7623 | 121.06 | |
| 0.0483 | 3.38 |
Estimation Period:
Dec 14, 1998 to Feb 13, 2026
Dec 14, 1998 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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