Kyushu Railway Co GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:17.40% (-1.18%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1040 | 17.70 | |
| 0.1475 | 28.31 | |
| 0.7985 | 117.92 |
Estimation Period:
Oct 25, 2016 to Feb 6, 2026
Oct 25, 2016 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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