East Japan Railway Co MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:33.66% (+7.97%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.0524 | 16.73 | |
| 0.7027 | 69.12 | |
| 0.1942 | 21.97 | |
| 0.0198 | 4.97 | |
| 0.0348 | 6.51 | |
| 0.9582 | 150.71 |
Estimation Period:
Oct 26, 1993 to Feb 10, 2026
Oct 26, 1993 to Feb 10, 2026
News Impact Curve
Volatility Forecasts
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