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V-Lab

West Japan Railway Co Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:28.37% (-0.23%)
Analysis last updated: Tuesday, February 17, 2026 at 10:02 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of West Japan Railway Co SGARCH
paramt-stat
ω0.42704.63
α0.11356.17
β0.817032.13
γ1-0.1903-2.70
γ20.08950.88
γ30.26744.49
γ4-0.3363-6.76
γ50.32676.49
γ6-0.2728-5.06
γ70.25183.54
γ8-0.3113-2.84
γ90.34182.28
Estimation Period:
Oct 8, 1996 to Feb 13, 2026
Impact of return on volatility tomorrow
Volatility Forecasts