Central Japan Railway Co GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, February 24th, 2026:28.84% (+4.21%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 3.0292 | 6.53 | |
| 0.0756 | 37.97 | |
| 0.9896 | 615.83 | |
| 6.0247 | 9.63 |
Estimation Period:
Oct 8, 1997 to Feb 20, 2026
Oct 8, 1997 to Feb 20, 2026
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