Nankai Electric Railway Co GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:18.03% (-1.25%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1547 | 27.82 | |
| 0.1900 | 17.77 | |
| 0.7378 | 129.50 | |
| 0.0075 | 0.37 |
Estimation Period:
May 23, 1991 to Feb 13, 2026
May 23, 1991 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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