West Japan Railway Co Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:27.97% (-2.05%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4342 | 4.70 | |
| 0.1157 | 6.18 | |
| 0.8161 | 31.84 | |
| -0.1859 | -2.63 | |
| 0.0856 | 0.84 | |
| 0.2627 | 4.38 | |
| -0.3252 | -6.49 | |
| 0.3113 | 6.15 | |
| -0.2525 | -4.74 | |
| 0.2197 | 3.35 | |
| -0.2487 | -2.70 | |
| 0.1938 | 2.53 |
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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