Central Japan Railway Co GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:19.26% (-0.89%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.9953 | 6.52 | |
| 0.0754 | 37.99 | |
| 0.9896 | 613.54 | |
| 6.0178 | 9.62 |
Estimation Period:
Oct 8, 1997 to Feb 13, 2026
Oct 8, 1997 to Feb 13, 2026
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