Japan Communications Inc GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:46.34% (-1.23%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1431 | 12.50 | |
| 0.1524 | 16.92 | |
| 0.7813 | 116.44 | |
| 0.0246 | 1.46 |
Estimation Period:
Apr 21, 2005 to Feb 13, 2026
Apr 21, 2005 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
Other Japan Communications Inc Analyses
Other GJR-GARCH Analyses on International Equities