Central Japan Railway Co AGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:32.22% (-1.77%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0495 | 16.80 | |
| 0.0983 | 24.04 | |
| 0.8874 | 208.59 | |
| 0.2660 | 8.13 |
Estimation Period:
Oct 8, 1997 to Feb 6, 2026
Oct 8, 1997 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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