Joshin Denki Co Ltd MF2-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:17.39% (-0.70%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 41 | ||
| 0.1255 | 21.71 | |
| 0.7436 | 79.47 | |
| 0.0459 | 6.09 | |
| 0.0069 | 3.04 | |
| 0.0210 | 6.68 | |
| 0.9781 | 300.11 |
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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