V-Lab
East Japan Railway Co GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, May 7th, 2024:21.49% (-1.01%)
Analysis last updated: Friday, May 3, 2024 at 11:03 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0762 | 20.16 | |
| 0.0494 | 19.06 | |
| 0.8628 | 209.98 | |
| 0.1306 | 14.55 |
Estimation Period:
Oct 26, 1993 to May 2, 2024
Oct 26, 1993 to May 2, 2024
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