J-Lease Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:35.25% (+1.64%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0435 | 14.70 | |
| 0.2013 | 9.92 | |
| 0.7260 | 60.65 | |
| 0.0043 | 0.15 |
Estimation Period:
Jun 22, 2016 to Feb 13, 2026
Jun 22, 2016 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
Other J-Lease Co Ltd Analyses
Other GJR-GARCH Analyses on International Equities