Keisei Electric Railway Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:30.46% (-1.11%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1843 | 26.13 | |
| 0.0822 | 23.46 | |
| 0.8378 | 251.00 | |
| 0.0778 | 9.60 |
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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