East Japan Railway Co GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:31.62% (-1.60%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 3.1701 | 9.99 | |
| 0.0953 | 36.14 | |
| 0.9815 | 544.95 | |
| 6.6587 | 8.25 |
Estimation Period:
Oct 26, 1993 to Feb 13, 2026
Oct 26, 1993 to Feb 13, 2026
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