Hitachi Construction Machinery Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 24th, 2026:36.15% (-1.54%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3013 | 19.54 | |
| 0.0675 | 19.96 | |
| 0.8595 | 237.24 | |
| 0.0577 | 8.66 |
Estimation Period:
Jan 3, 1990 to Feb 20, 2026
Jan 3, 1990 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
Other Hitachi Construction Machinery Co Ltd Analyses
Other GJR-GARCH Analyses on International Equities