Skip to main content
V-Lab

West Japan Railway Co Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:27.97% (-2.05%)
Analysis last updated: Friday, February 13, 2026 at 09:53 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of West Japan Railway Co S0GARCH
paramt-stat
ω0.43424.70
α0.11576.18
β0.816131.84
γ1-0.1859-2.63
γ20.08560.84
γ30.26274.38
γ4-0.3252-6.49
γ50.31136.15
γ6-0.2525-4.74
γ70.21973.35
γ8-0.2487-2.70
γ90.19382.53
Estimation Period:
Oct 8, 1996 to Feb 10, 2026
Impact of return on volatility tomorrow
Volatility Forecasts