Central Japan Railway Co GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 24th, 2026:33.98% (+6.75%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0515 | 19.90 | |
| 0.0643 | 16.17 | |
| 0.8916 | 224.23 | |
| 0.0636 | 8.55 |
Estimation Period:
Oct 8, 1997 to Feb 20, 2026
Oct 8, 1997 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
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