Japan Asia Investment Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:44.48% (+5.01%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4855 | 17.02 | |
| 0.0852 | 19.06 | |
| 0.8620 | 173.71 | |
| 0.0738 | 5.71 |
Estimation Period:
Sep 25, 1996 to Feb 13, 2026
Sep 25, 1996 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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