West Japan Railway Co GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:27.18% (+0.84%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0348 | 15.46 | |
| 0.0575 | 24.20 | |
| 0.9116 | 314.14 | |
| 0.0465 | 7.27 |
Estimation Period:
Oct 8, 1996 to Feb 10, 2026
Oct 8, 1996 to Feb 10, 2026
News Impact Curve
Volatility Forecasts
Other West Japan Railway Co Analyses
Other GJR-GARCH Analyses on International Equities