Japan Airlines Co Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:22.45% (-0.88%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0233 | 4.02 | |
| 0.0834 | 3.14 | |
| 0.8206 | 17.36 | |
| 0.2741 | 1.31 | |
| -0.6542 | -2.74 | |
| 0.6127 | 3.00 | |
| -0.0093 | -0.05 | |
| -0.7002 | -4.31 | |
| 0.7204 | 3.99 | |
| -0.1383 | -0.60 |
Estimation Period:
Sep 20, 2012 to Feb 10, 2026
Sep 20, 2012 to Feb 10, 2026
News Impact Curve
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