Keisei Electric Railway Co Ltd MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:32.39% (-0.46%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 71 | ||
| 0.0822 | 25.38 | |
| 0.7688 | 125.20 | |
| 0.0710 | 14.01 | |
| 1.0778 | 1.34 | |
| 0.7139 | 1.46 | |
| 0.0000 | 0.00 |
Estimation Period:
Jan 3, 1990 to Feb 13, 2026
Jan 3, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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