Japan Communications Inc GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:39.29% (-0.78%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1519 | 13.11 | |
| 0.1639 | 32.35 | |
| 0.7807 | 118.20 |
Estimation Period:
Apr 21, 2005 to Feb 6, 2026
Apr 21, 2005 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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