Japan Communications Inc MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:52.83% (+5.74%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 126 | ||
| 0.1502 | 22.95 | |
| 0.7156 | 69.62 | |
| 0.0001 | 0.01 | |
| 0.3187 | 1.02 | |
| 0.0449 | 2.56 | |
| 0.9359 | 29.17 |
Estimation Period:
Apr 21, 2005 to Feb 10, 2026
Apr 21, 2005 to Feb 10, 2026
News Impact Curve
Volatility Forecasts
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