Japan Airport Terminal Co EGARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:44.77% (+1.58%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1434 | 23.75 | |
| 0.2438 | 41.64 | |
| 0.9276 | 272.82 | |
| -0.0369 | -7.00 |
Estimation Period:
Feb 7, 1990 to Feb 10, 2026
Feb 7, 1990 to Feb 10, 2026
News Impact Curve
Volatility Forecasts
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