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Central Japan Railway Co Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:27.65% (-1.32%)
Analysis last updated: Friday, February 13, 2026 at 10:03 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Central Japan Railway Co S0GARCH
paramt-stat
ω0.31874.65
α0.11736.82
β0.831138.98
γ1-0.3696-3.07
γ20.38672.19
γ30.10461.14
γ4-0.2819-3.99
γ50.30223.96
γ6-0.2730-3.66
γ70.23723.32
γ8-0.1588-2.07
γ90.06530.95
Estimation Period:
Oct 8, 1997 to Feb 10, 2026
Impact of return on volatility tomorrow
Volatility Forecasts