Japan Airlines Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:21.02% (-0.38%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0814 | 8.54 | |
| 0.0386 | 8.00 | |
| 0.9056 | 242.45 | |
| 0.0551 | 5.36 |
Estimation Period:
Sep 20, 2012 to Feb 13, 2026
Sep 20, 2012 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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