V-Lab: Central Japan Railway Co AGARCH Volatility Analysis

V-Lab

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V-Lab

Central Japan Railway Co AGARCH Volatility Analysis

Volatility Prediction for Monday, April 22nd, 2024:21.64% (-0.59%)

Analysis last updated: Sunday, April 21, 2024 at 12:36 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0377	15.09
$α$	0.0917	22.98
$β$	0.8987	219.96
$γ$	0.2172	6.21

Estimation Period:
Oct 8, 1997 to Apr 19, 2024

News Impact Curve

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Volatility Forecasts

Volatility Forecasts