Loginet Japan Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:23.47% (-0.12%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0121 | 6.04 | |
| 0.0551 | 12.78 | |
| 0.9654 | 589.38 | |
| -0.0410 | -8.07 |
Estimation Period:
Jan 30, 2006 to Feb 13, 2026
Jan 30, 2006 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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