West Japan Railway Co Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 24th, 2026:27.78% (+1.79%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4265 | 4.64 | |
| 0.1137 | 6.17 | |
| 0.8164 | 32.06 | |
| -0.1906 | -2.71 | |
| 0.0907 | 0.90 | |
| 0.2659 | 4.49 | |
| -0.3356 | -6.77 | |
| 0.3273 | 6.52 | |
| -0.2744 | -5.11 | |
| 0.2533 | 3.61 | |
| -0.3136 | -2.88 | |
| 0.3499 | 2.31 |
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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