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V-Lab

West Japan Railway Co Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 24th, 2026:27.78% (+1.79%)
Analysis last updated: Saturday, February 21, 2026 at 09:48 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of West Japan Railway Co SGARCH
paramt-stat
ω0.42654.64
α0.11376.17
β0.816432.06
γ1-0.1906-2.71
γ20.09070.90
γ30.26594.49
γ4-0.3356-6.77
γ50.32736.52
γ6-0.2744-5.11
γ70.25333.61
γ8-0.3136-2.88
γ90.34992.31
Estimation Period:
Oct 8, 1996 to Feb 20, 2026
Impact of return on volatility tomorrow
Volatility Forecasts