V-Lab: Tobu Railway Co Ltd GJR-GARCH Volatility Analysis

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V-Lab

Tobu Railway Co Ltd GJR-GARCH Volatility Analysis

Volatility Prediction for Tuesday, May 7th, 2024:38.79% (-0.69%)

Analysis last updated: Friday, May 3, 2024 at 11:04 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.1591	18.02
$α$	0.0998	18.94
$β$	0.7998	130.74
$γ$	0.0768	7.44

Estimation Period:
Jan 3, 1990 to May 2, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts