Tobu Railway Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:31.12% (+11.12%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1616 | 19.00 | |
| 0.0978 | 19.21 | |
| 0.7984 | 132.91 | |
| 0.0785 | 7.81 |
Estimation Period:
Jan 3, 1990 to Jan 30, 2026
Jan 3, 1990 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
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