Japan Communications Inc EGARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:53.79% (-3.70%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2669 | 13.77 | |
| 0.2928 | 36.22 | |
| 0.9139 | 142.88 | |
| 0.0066 | 0.81 |
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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