Kobe Electric Railway Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:12.99% (+0.52%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0543 | 19.37 | |
| 0.2160 | 18.07 | |
| 0.7748 | 125.73 | |
| -0.0123 | -0.79 |
Estimation Period:
Apr 30, 1992 to Feb 13, 2026
Apr 30, 1992 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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