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V-Lab

Central Japan Railway Co Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:34.42% (-1.12%)
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 SGARCH
paramt-stat
ω0.30295.04
α0.11826.52
β0.817833.47
γ1-0.3699-3.38
γ20.38472.39
γ30.11111.32
γ4-0.2955-4.56
γ50.32704.67
γ6-0.3123-4.58
γ70.31804.87
γ8-0.3440-4.73
γ90.48653.62
Estimation Period:
Oct 8, 1997 to Feb 10, 2026
Impact of return on volatility tomorrow
Volatility Forecasts