Japan Craft Holdings Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:20.16% (+3.02%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0634 | 6.50 | |
| 0.1847 | 16.70 | |
| 0.8539 | 215.62 | |
| -0.0772 | -4.24 |
Estimation Period:
Jan 23, 1995 to Feb 13, 2026
Jan 23, 1995 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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