Tobu Railway Co Ltd GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:20.37% (-1.48%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.4979 | 10.30 | |
| 0.0921 | 33.89 | |
| 0.9706 | 325.60 | |
| 5.4943 | 8.81 |
Estimation Period:
Jan 3, 1990 to Feb 13, 2026
Jan 3, 1990 to Feb 13, 2026
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