Japan Process Development Co GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:25.00% (-0.18%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0451 | 9.98 | |
| 0.0633 | 10.37 | |
| 0.9428 | 261.31 | |
| -0.0205 | -3.00 |
Estimation Period:
Jun 25, 1992 to Feb 13, 2026
Jun 25, 1992 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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