West Japan Railway Co GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:26.31% (-0.13%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0347 | 15.44 | |
| 0.0572 | 24.23 | |
| 0.9119 | 314.98 | |
| 0.0466 | 7.31 |
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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