West Japan Railway Co MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:22.09% (-1.04%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.0780 | 15.53 | |
| 0.6804 | 40.86 | |
| 0.1049 | 12.14 | |
| 0.0100 | 2.24 | |
| 0.0298 | 4.21 | |
| 0.9670 | 114.55 |
Estimation Period:
Oct 8, 1996 to Feb 13, 2026
Oct 8, 1996 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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