Japan Lifeline Co Ltd EGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:36.02% (-0.42%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0299 | 16.42 | |
| 0.1163 | 27.01 | |
| 0.9925 | 1,256.30 | |
| 0.0041 | 1.14 |
Estimation Period:
Dec 18, 1997 to Feb 6, 2026
Dec 18, 1997 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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