Japan Excellent Inc Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:10.78% (-0.83%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6830 | 5.54 | |
| 0.1466 | 6.15 | |
| 0.7144 | 16.56 | |
| -0.6989 | -6.83 | |
| 0.9077 | 6.36 | |
| -0.2553 | -2.54 | |
| 0.1197 | 1.07 | |
| -0.2611 | -2.33 | |
| 0.5225 | 4.57 | |
| -0.5937 | -4.33 | |
| 0.3953 | 2.28 | |
| -0.4195 | -1.60 |
Estimation Period:
Jun 27, 2006 to Feb 10, 2026
Jun 27, 2006 to Feb 10, 2026
News Impact Curve
Volatility Forecasts
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