Japan Airport Terminal Co GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:40.29% (-2.80%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3507 | 26.26 | |
| 0.0936 | 19.87 | |
| 0.8250 | 189.57 | |
| 0.0577 | 7.09 |
Estimation Period:
Feb 7, 1990 to Feb 13, 2026
Feb 7, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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