West Japan Railway Co Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:28.37% (-0.23%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4270 | 4.63 | |
| 0.1135 | 6.17 | |
| 0.8170 | 32.13 | |
| -0.1903 | -2.70 | |
| 0.0895 | 0.88 | |
| 0.2674 | 4.49 | |
| -0.3363 | -6.76 | |
| 0.3267 | 6.49 | |
| -0.2728 | -5.06 | |
| 0.2518 | 3.54 | |
| -0.3113 | -2.84 | |
| 0.3418 | 2.28 |
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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