Central Japan Railway Co GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:24.95% (-1.10%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0518 | 19.85 | |
| 0.0635 | 16.04 | |
| 0.8915 | 223.94 | |
| 0.0646 | 8.70 |
Estimation Period:
Oct 8, 1997 to Feb 13, 2026
Oct 8, 1997 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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