Hanshin Construction Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:73.33% (-9.56%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8513 | 6.38 | |
| 0.1806 | 11.17 | |
| 0.7644 | 37.29 | |
| 0.0675 | 4.47 | |
| -0.1362 | -6.10 | |
| 0.0934 | 6.49 | |
| -0.0244 | -1.80 | |
| -0.0017 | -0.11 | |
| 0.0045 | 0.37 |
Estimation Period:
Jan 3, 1990 to Feb 13, 2026
Jan 3, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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