Nagoya Railroad Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:16.12% (-0.61%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1353 | 12.89 | |
| 0.1000 | 11.72 | |
| 0.8062 | 134.83 | |
| 0.0539 | 2.54 |
Estimation Period:
Jan 5, 1990 to Feb 13, 2026
Jan 5, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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