Keio Corp AGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 24th, 2026:20.57% (-0.20%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0657 | 14.73 | |
| 0.0943 | 28.72 | |
| 0.8782 | 230.37 | |
| 0.4710 | 14.07 |
Estimation Period:
Jan 3, 1990 to Feb 20, 2026
Jan 3, 1990 to Feb 20, 2026
News Impact Curve
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