Hitachi Ltd GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:38.91% (-1.60%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0912 | 24.21 | |
| 0.0730 | 40.41 | |
| 0.9085 | 441.88 |
Estimation Period:
Jan 3, 1990 to Jan 30, 2026
Jan 3, 1990 to Jan 30, 2026
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