Hanshin Machinery Co EGARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:87.51% (+9.19%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0679 | 25.51 | |
| 0.1737 | 34.49 | |
| 0.9791 | 1,053.88 | |
| 0.0152 | 3.50 |
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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