Hitachi Ltd EGARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:36.69% (-2.29%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0404 | 17.11 | |
| 0.1533 | 39.05 | |
| 0.9761 | 873.89 | |
| -0.0441 | -12.66 |
Estimation Period:
Jan 3, 1990 to Jan 30, 2026
Jan 3, 1990 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
Other EGARCH Analyses on International Equities