Odakyu Electric Railway Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:21.02% (+0.13%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.4760 | 7.19 | |
| 0.1346 | 7.66 | |
| 0.7846 | 31.60 | |
| -0.0457 | -1.24 | |
| 0.1279 | 2.37 | |
| -0.1804 | -5.09 | |
| 0.1905 | 5.69 | |
| -0.1593 | -4.82 | |
| 0.1196 | 3.74 | |
| -0.0724 | -2.15 | |
| 0.0164 | 0.45 | |
| 0.0043 | 0.17 |
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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