Japan Oil Transportation Co Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:26.51% (+2.03%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.9192 | 6.70 | |
| 0.1253 | 9.46 | |
| 0.8239 | 47.90 | |
| 0.0503 | 0.97 | |
| -0.0223 | -0.27 | |
| -0.1189 | -1.98 | |
| 0.1448 | 2.93 | |
| -0.0397 | -0.86 | |
| -0.0367 | -0.77 | |
| 0.0422 | 0.83 | |
| -0.0634 | -1.14 | |
| 0.1262 | 2.30 | |
| -0.1260 | -2.73 |
Estimation Period:
Jan 4, 1990 to Feb 10, 2026
Jan 4, 1990 to Feb 10, 2026
News Impact Curve
Volatility Forecasts
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