V-Lab
East Japan Railway Co GARCH Volatility Analysis
Volatility Prediction for Monday, April 22nd, 2024:22.06% (+1.62%)
Analysis last updated: Sunday, April 21, 2024 at 12:36 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0702 | 21.37 | |
| 0.1230 | 30.04 | |
| 0.8574 | 213.44 |
Estimation Period:
Oct 26, 1993 to Apr 19, 2024
Oct 26, 1993 to Apr 19, 2024
News Impact Curve
Volatility Forecasts
Other East Japan Railway Co Analyses