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V-Lab

Hanshin Construction Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:119.81% (-15.83%)
Analysis last updated: Friday, February 6, 2026 at 09:58 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Hanshin Construction SGARCH
paramt-stat
ω0.77015.14
α0.182411.28
β0.749137.04
γ10.03160.62
γ20.02700.37
γ3-0.1677-3.44
γ40.10882.03
γ50.03500.64
γ6-0.0292-0.60
γ7-0.0246-0.48
γ80.05230.95
γ9-0.1157-1.65
γ100.34302.23
Estimation Period:
Jan 3, 1990 to Jan 30, 2026
Impact of return on volatility tomorrow
Volatility Forecasts