West Japan Railway Co GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:27.99% (+0.41%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0312 | 15.48 | |
| 0.0566 | 24.05 | |
| 0.9135 | 325.91 | |
| 0.0471 | 7.45 |
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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