Japan Airlines Co Ltd GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:23.74% (-0.31%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 3.5922 | 4.78 | |
| 0.0489 | 43.85 | |
| 0.9932 | 787.65 | |
| 4.1274 | 14.11 |
Estimation Period:
Sep 20, 2012 to Feb 13, 2026
Sep 20, 2012 to Feb 13, 2026
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