Japan Metropolitan Fund Inve GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:14.92% (-0.02%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0266 | 10.93 | |
| 0.0865 | 19.58 | |
| 0.8823 | 277.81 | |
| 0.0537 | 6.12 |
Estimation Period:
Mar 12, 2002 to Feb 13, 2026
Mar 12, 2002 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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