West Japan Railway Co AGARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:28.26% (-1.04%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0329 | 14.52 | |
| 0.0828 | 30.13 | |
| 0.9080 | 297.11 | |
| 0.2664 | 8.57 |
Estimation Period:
Oct 8, 1996 to Feb 10, 2026
Oct 8, 1996 to Feb 10, 2026
News Impact Curve
Volatility Forecasts
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