West Japan Railway Co GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 24th, 2026:27.52% (+2.11%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0347 | 15.45 | |
| 0.0572 | 24.36 | |
| 0.9119 | 315.09 | |
| 0.0466 | 7.31 |
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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