Hitachi Ltd EGARCH Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:51.42% (-3.52%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0406 | 17.31 | |
| 0.1547 | 39.30 | |
| 0.9762 | 878.63 | |
| -0.0438 | -12.58 |
Estimation Period:
Jan 3, 1990 to Feb 13, 2026
Jan 3, 1990 to Feb 13, 2026
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