Central Japan Railway Co Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:27.65% (-1.32%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3187 | 4.65 | |
| 0.1173 | 6.82 | |
| 0.8311 | 38.98 | |
| -0.3696 | -3.07 | |
| 0.3867 | 2.19 | |
| 0.1046 | 1.14 | |
| -0.2819 | -3.99 | |
| 0.3022 | 3.96 | |
| -0.2730 | -3.66 | |
| 0.2372 | 3.32 | |
| -0.1588 | -2.07 | |
| 0.0653 | 0.95 |
Estimation Period:
Oct 8, 1997 to Feb 10, 2026
Oct 8, 1997 to Feb 10, 2026
News Impact Curve
Volatility Forecasts
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