East Japan Railway Co GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 24th, 2026:24.38% (-1.22%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0839 | 22.01 | |
| 0.0534 | 20.59 | |
| 0.8558 | 211.84 | |
| 0.1301 | 14.68 |
Estimation Period:
Oct 26, 1993 to Feb 20, 2026
Oct 26, 1993 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
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