West Japan Railway Co GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:30.54% (+0.04%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0337 | 15.56 | |
| 0.0851 | 30.24 | |
| 0.9080 | 304.20 |
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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