V-Lab: Central Japan Railway Co Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

Central Japan Railway Co Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 22nd, 2024:18.58% (-0.55%)

Analysis last updated: Sunday, April 21, 2024 at 12:38 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.3029	4.29
$α$	0.1114	6.05
$β$	0.8213	31.69
$γ_{1}$	-0.3495	-1.86
$γ_{2}$	0.2166	0.81
$γ_{3}$	0.3617	2.89
$γ_{4}$	-0.3462	-3.88
$γ_{5}$	0.0656	0.73
$γ_{6}$	0.2112	2.03
$γ_{7}$	-0.3787	-3.73
$γ_{8}$	0.4528	5.04
$γ_{9}$	-0.4185	-4.98
$γ_{10}$	0.2598	4.27

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

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