Japan Investment Adviser Co GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:94.25% (-6.74%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6694 | 13.81 | |
| 0.1341 | 11.79 | |
| 0.8504 | 120.09 | |
| -0.0328 | -2.34 |
Estimation Period:
Sep 11, 2014 to Feb 13, 2026
Sep 11, 2014 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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