JAKKS Pacific Inc GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:43.94% (-0.20%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1583 | 9.82 | |
| 0.0217 | 10.83 | |
| 0.9666 | 468.30 | |
| 0.0024 | 0.67 |
Estimation Period:
May 2, 1996 to Feb 13, 2026
May 2, 1996 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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