Central Japan Railway Co GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:30.61% (-1.58%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0527 | 20.17 | |
| 0.0669 | 16.24 | |
| 0.8881 | 217.10 | |
| 0.0642 | 8.43 |
Estimation Period:
Oct 8, 1997 to Jan 30, 2026
Oct 8, 1997 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
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