Hanshin Machinery Co GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:90.53% (+7.27%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1818 | 19.31 | |
| 0.0804 | 16.38 | |
| 0.9184 | 360.86 | |
| -0.0177 | -2.38 |
Estimation Period:
Jan 3, 1990 to Feb 20, 2026
Jan 3, 1990 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
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