Japan Airlines Co Ltd AGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:22.12% (-1.01%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1425 | 10.20 | |
| 0.1003 | 20.49 | |
| 0.8471 | 286.58 | |
| 0.3635 | 7.71 |
Estimation Period:
Sep 20, 2012 to Feb 6, 2026
Sep 20, 2012 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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