V-Lab: Hanshin Construction EGARCH Volatility Analysis

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V-Lab

Hanshin Construction EGARCH Volatility Analysis

Volatility Prediction for Friday, April 19th, 2024:30.62% (+1.39%)

Analysis last updated: Saturday, April 20, 2024 at 12:21 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0880	27.31
$α$	0.2730	58.87
$β$	0.9691	780.87
$γ$	-0.0014	-0.36

Estimation Period:
Jan 3, 1990 to Apr 12, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts