West Japan Railway Co EGARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:24.08% (+1.27%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0278 | 13.43 | |
| 0.1778 | 29.04 | |
| 0.9802 | 667.24 | |
| -0.0354 | -6.94 |
Estimation Period:
Oct 8, 1996 to Jan 30, 2026
Oct 8, 1996 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
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