Japan Lifeline Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:31.74% (-0.35%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0125 | 7.64 | |
| 0.0286 | 15.17 | |
| 0.9719 | 752.22 | |
| -0.0026 | -0.87 |
Estimation Period:
Dec 18, 1997 to Feb 10, 2026
Dec 18, 1997 to Feb 10, 2026
News Impact Curve
Volatility Forecasts
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