Odakyu Electric Railway Co GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:29.79% (-0.76%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0347 | 6.50 | |
| 0.0317 | 11.13 | |
| 0.9356 | 239.09 | |
| 0.0431 | 6.36 |
Estimation Period:
Aug 26, 2009 to Feb 6, 2026
Aug 26, 2009 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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