Hanshin Construction Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 26th, 2026:82.08% (-10.17%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8541 | 6.34 | |
| 0.1795 | 11.18 | |
| 0.7668 | 37.85 | |
| 0.0673 | 4.44 | |
| -0.1359 | -6.05 | |
| 0.0934 | 6.44 | |
| -0.0247 | -1.81 | |
| -0.0014 | -0.09 | |
| 0.0043 | 0.35 |
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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