East Japan Railway Co AGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:28.27% (-1.61%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0937 | 25.08 | |
| 0.1421 | 45.06 | |
| 0.8182 | 249.68 | |
| 0.4354 | 16.72 |
Estimation Period:
Oct 26, 1993 to Feb 6, 2026
Oct 26, 1993 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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