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West Japan Railway Co Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 24th, 2026:25.81% (+2.01%)
Analysis last updated: Saturday, February 21, 2026 at 09:49 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of West Japan Railway Co S0GARCH
paramt-stat
ω0.43224.69
α0.11586.17
β0.815331.68
γ1-0.1874-2.67
γ20.08840.87
γ30.26034.37
γ4-0.3236-6.50
γ50.31116.17
γ6-0.2535-4.79
γ70.22033.41
γ8-0.2487-2.73
γ90.19422.55
Estimation Period:
Oct 8, 1996 to Feb 20, 2026
Impact of return on volatility tomorrow
Volatility Forecasts