Japan Transcity Corp GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:27.43% (-0.79%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1293 | 25.24 | |
| 0.0936 | 37.81 | |
| 0.8828 | 323.50 |
Estimation Period:
Jan 4, 1990 to Feb 6, 2026
Jan 4, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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