Fast Fitness Japan GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:35.13% (+0.05%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 3.3608 | 20.33 | |
| 0.2881 | 10.62 | |
| 0.3118 | 16.06 | |
| 0.5620 | 5.88 |
Estimation Period:
Dec 16, 2020 to Feb 13, 2026
Dec 16, 2020 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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