West Japan Railway Co AGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:29.81% (-1.31%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0330 | 14.54 | |
| 0.0831 | 30.12 | |
| 0.9078 | 296.17 | |
| 0.2651 | 8.53 |
Estimation Period:
Oct 8, 1996 to Feb 6, 2026
Oct 8, 1996 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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