Tobu Railway Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:21.80% (-1.51%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1634 | 19.10 | |
| 0.0981 | 19.28 | |
| 0.7974 | 132.30 | |
| 0.0787 | 7.80 |
Estimation Period:
Jan 3, 1990 to Feb 13, 2026
Jan 3, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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