Japan Exchange Group Inc Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:42.02% (+6.37%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0318 | 4.25 | |
| 0.1076 | 8.27 | |
| 0.8917 | 68.73 | |
| -0.6217 | -0.84 | |
| -0.4116 | -0.45 | |
| 3.2948 | 3.85 | |
| -3.8489 | -3.58 | |
| 2.0152 | 2.56 | |
| -0.5183 | -1.21 | |
| 0.1749 | 0.70 | |
| -0.1780 | -0.70 | |
| 0.2785 | 0.76 |
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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