Odakyu Electric Railway Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:20.93% (-0.20%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.4847 | 7.33 | |
| 0.1353 | 7.65 | |
| 0.7819 | 31.06 | |
| -0.0446 | -1.23 | |
| 0.1268 | 2.38 | |
| -0.1805 | -5.15 | |
| 0.1912 | 5.77 | |
| -0.1603 | -4.89 | |
| 0.1204 | 3.79 | |
| -0.0728 | -2.18 | |
| 0.0166 | 0.46 | |
| 0.0042 | 0.17 |
Estimation Period:
Jan 3, 1990 to Feb 10, 2026
Jan 3, 1990 to Feb 10, 2026
News Impact Curve
Volatility Forecasts
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