Central Japan Railway Co MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:24.69% (-0.83%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 26 | ||
| 0.0747 | 10.94 | |
| 0.6518 | 36.08 | |
| 0.1319 | 12.13 | |
| 0.0673 | 2.27 | |
| 0.1039 | 2.30 | |
| 0.8750 | 16.19 |
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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