Japan Exchange Group Inc GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:40.16% (-1.57%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0545 | 8.13 | |
| 0.0666 | 9.37 | |
| 0.9124 | 189.68 | |
| 0.0421 | 3.40 |
Estimation Period:
Apr 5, 2004 to Feb 10, 2026
Apr 5, 2004 to Feb 10, 2026
News Impact Curve
Volatility Forecasts
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