Hanshin Construction EGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 24th, 2026:98.66% (-1.76%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0942 | 29.65 | |
| 0.2838 | 61.64 | |
| 0.9670 | 783.00 | |
| -0.0005 | -0.12 |
Estimation Period:
Jan 3, 1990 to Feb 20, 2026
Jan 3, 1990 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
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