Japan Exchange Group Inc Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:44.31% (-2.16%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9758 | 3.84 | |
| 0.1050 | 8.04 | |
| 0.8938 | 67.22 | |
| -0.5463 | -0.91 | |
| -0.4438 | -0.57 | |
| 3.1355 | 3.55 | |
| -3.6373 | -3.27 | |
| 1.8699 | 2.32 | |
| -0.4354 | -1.02 | |
| 0.0991 | 0.41 | |
| -0.0424 | -0.19 | |
| -0.0222 | -0.12 |
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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