Central Japan Railway Co GARCH Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:26.86% (-1.08%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0409 | 19.27 | |
| 0.0916 | 24.06 | |
| 0.8994 | 235.68 |
Estimation Period:
Oct 8, 1997 to Feb 13, 2026
Oct 8, 1997 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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