East Japan Railway Co AGARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:25.60% (-1.31%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0938 | 25.09 | |
| 0.1419 | 45.01 | |
| 0.8182 | 249.54 | |
| 0.4356 | 16.70 |
Estimation Period:
Oct 26, 1993 to Jan 30, 2026
Oct 26, 1993 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
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