East Japan Railway Co GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:28.70% (+2.73%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 3.1466 | 10.02 | |
| 0.0950 | 36.10 | |
| 0.9813 | 542.16 | |
| 6.6389 | 8.24 |
Estimation Period:
Oct 26, 1993 to Jan 30, 2026
Oct 26, 1993 to Jan 30, 2026
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