Japan Excellent Inc GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:15.56% (+0.01%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0571 | 20.09 | |
| 0.0963 | 17.22 | |
| 0.8706 | 247.40 | |
| 0.0312 | 2.77 |
Estimation Period:
Jun 27, 2006 to Feb 13, 2026
Jun 27, 2006 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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