Japan Creative Platform Grp GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:22.36% (+3.15%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0679 | 11.98 | |
| 0.0833 | 16.68 | |
| 0.9157 | 209.53 | |
| -0.0172 | -2.20 |
Estimation Period:
Oct 14, 1998 to Feb 13, 2026
Oct 14, 1998 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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