Hitachi Ltd GARCH Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:52.42% (-2.35%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0913 | 24.20 | |
| 0.0737 | 40.62 | |
| 0.9080 | 441.63 |
Estimation Period:
Jan 3, 1990 to Feb 13, 2026
Jan 3, 1990 to Feb 13, 2026
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