Japan Exchange Group Inc MF2-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:36.71% (+4.01%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 26 | ||
| 0.0878 | 10.24 | |
| 0.6103 | 26.98 | |
| 0.2191 | 13.23 | |
| 0.0624 | 1.20 | |
| 0.1237 | 2.35 | |
| 0.8763 | 16.65 |
Estimation Period:
Apr 5, 2004 to Feb 6, 2026
Apr 5, 2004 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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