Japan Oil Transportation Co Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:31.97% (+1.65%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.2267 | 7.65 | |
| 0.1255 | 9.25 | |
| 0.8181 | 44.54 | |
| 0.0884 | 4.27 | |
| -0.1538 | -4.87 | |
| 0.0994 | 4.53 | |
| -0.0370 | -1.78 | |
| 0.0024 | 0.10 | |
| -0.0122 | -0.47 | |
| 0.1051 | 3.21 |
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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