Hanshin Construction Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:119.81% (-15.83%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7701 | 5.14 | |
| 0.1824 | 11.28 | |
| 0.7491 | 37.04 | |
| 0.0316 | 0.62 | |
| 0.0270 | 0.37 | |
| -0.1677 | -3.44 | |
| 0.1088 | 2.03 | |
| 0.0350 | 0.64 | |
| -0.0292 | -0.60 | |
| -0.0246 | -0.48 | |
| 0.0523 | 0.95 | |
| -0.1157 | -1.65 | |
| 0.3430 | 2.23 |
Estimation Period:
Jan 3, 1990 to Jan 30, 2026
Jan 3, 1990 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
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