East Japan Railway Co GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:30.99% (-1.90%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0838 | 22.00 | |
| 0.0534 | 20.60 | |
| 0.8558 | 212.05 | |
| 0.1302 | 14.69 |
Estimation Period:
Oct 26, 1993 to Feb 13, 2026
Oct 26, 1993 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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