Japan Oil Transportation Co GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:37.92% (+8.05%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0290 | 18.22 | |
| 0.0906 | 23.13 | |
| 0.8990 | 405.32 | |
| 0.0208 | 3.01 |
Estimation Period:
Jan 4, 1990 to Feb 13, 2026
Jan 4, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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