Japan Transcity Corp EGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:28.00% (+0.50%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0619 | 27.15 | |
| 0.1844 | 39.82 | |
| 0.9673 | 728.37 | |
| -0.0226 | -4.30 |
Estimation Period:
Jan 4, 1990 to Feb 6, 2026
Jan 4, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Japan Transcity Corp Analyses
Other EGARCH Analyses on International Equities