Japan Transcity Corp GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:35.17% (+4.96%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1273 | 25.31 | |
| 0.0788 | 20.40 | |
| 0.8849 | 325.58 | |
| 0.0262 | 3.83 |
Estimation Period:
Jan 4, 1990 to Feb 13, 2026
Jan 4, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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