V-Lab
Central Japan Railway Co EGARCH Volatility Analysis
Volatility Prediction for Tuesday, May 7th, 2024:19.51% (-1.41%)
Analysis last updated: Saturday, May 4, 2024 at 11:28 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0330 | 15.47 | |
| 0.1989 | 23.18 | |
| 0.9740 | 625.16 | |
| -0.0376 | -6.82 |
Estimation Period:
Oct 8, 1997 to May 3, 2024
Oct 8, 1997 to May 3, 2024
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