Kobe Electric Railway Co Ltd GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:14.30% (+2.05%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.0682 | 5.24 | |
| 0.1255 | 48.15 | |
| 0.9746 | 207.32 | |
| 2.8225 | 43.88 |
Estimation Period:
Apr 30, 1992 to Feb 13, 2026
Apr 30, 1992 to Feb 13, 2026
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