East Japan Railway Co GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, February 24th, 2026:25.45% (-1.61%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 3.1507 | 10.04 | |
| 0.0952 | 36.06 | |
| 0.9813 | 543.36 | |
| 6.6562 | 8.23 |
Estimation Period:
Oct 26, 1993 to Feb 20, 2026
Oct 26, 1993 to Feb 20, 2026
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