East Japan Railway Co AGARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:24.94% (-1.93%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0936 | 25.06 | |
| 0.1420 | 45.08 | |
| 0.8183 | 249.79 | |
| 0.4357 | 16.73 |
Estimation Period:
Oct 26, 1993 to Feb 13, 2026
Oct 26, 1993 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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