V-Lab
West Japan Railway Co GARCH Volatility Analysis
Volatility Prediction for Wednesday, April 17th, 2024:17.99% (+0.25%)
Analysis last updated: Wednesday, April 17, 2024 at 10:32 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0220 | 13.11 | |
| 0.0702 | 27.05 | |
| 0.9258 | 346.24 |
Estimation Period:
Oct 8, 1996 to Apr 12, 2024
Oct 8, 1996 to Apr 12, 2024
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