Hanshin Construction GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:112.99% (+25.30%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2247 | 22.59 | |
| 0.1407 | 31.30 | |
| 0.8482 | 284.73 | |
| 0.0064 | 0.90 |
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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