Japaniace Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:21.69% (+2.72%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2332 | 11.05 | |
| 0.2005 | 13.53 | |
| 0.7707 | 75.42 | |
| 0.0576 | 1.56 |
Estimation Period:
Sep 13, 2022 to Feb 13, 2026
Sep 13, 2022 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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