Japan Pulp & Paper Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:37.35% (-2.01%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0564 | 24.06 | |
| 0.0899 | 14.81 | |
| 0.8909 | 392.98 | |
| 0.0231 | 2.14 |
Estimation Period:
Jan 4, 1990 to Feb 13, 2026
Jan 4, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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