Japan Communications Inc AGARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:54.33% (-4.80%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.4150 | 16.70 | |
| 0.1920 | 40.53 | |
| 0.7421 | 151.88 | |
| -0.0633 | -0.57 |
Estimation Period:
Apr 21, 2005 to Feb 13, 2026
Apr 21, 2005 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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