West Japan Railway Co MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:29.44% (-1.66%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.0716 | 15.70 | |
| 0.6944 | 44.18 | |
| 0.1080 | 12.89 | |
| 0.0093 | 2.20 | |
| 0.0309 | 4.40 | |
| 0.9662 | 115.65 |
Estimation Period:
Oct 8, 1996 to Jan 30, 2026
Oct 8, 1996 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
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