West Japan Railway Co Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 24th, 2026:25.81% (+2.01%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4322 | 4.69 | |
| 0.1158 | 6.17 | |
| 0.8153 | 31.68 | |
| -0.1874 | -2.67 | |
| 0.0884 | 0.87 | |
| 0.2603 | 4.37 | |
| -0.3236 | -6.50 | |
| 0.3111 | 6.17 | |
| -0.2535 | -4.79 | |
| 0.2203 | 3.41 | |
| -0.2487 | -2.73 | |
| 0.1942 | 2.55 |
Estimation Period:
Oct 8, 1996 to Feb 20, 2026
Oct 8, 1996 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
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