Keisei Electric Railway Co Ltd GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, February 24th, 2026:32.83% (-2.04%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 4.2329 | 10.88 | |
| 0.0864 | 34.90 | |
| 0.9724 | 375.73 | |
| 5.6051 | 8.72 |
Estimation Period:
Jan 3, 1990 to Feb 20, 2026
Jan 3, 1990 to Feb 20, 2026
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