Odakyu Electric Railway Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:18.75% (+0.52%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0844 | 25.52 | |
| 0.0865 | 19.74 | |
| 0.8593 | 239.96 | |
| 0.0531 | 6.84 |
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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