Hitachi Construction Machinery Co Ltd GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, February 24th, 2026:38.49% (-2.22%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 6.8271 | 8.04 | |
| 0.0755 | 28.47 | |
| 0.9777 | 331.44 | |
| 5.4493 | 7.50 |
Estimation Period:
Jan 3, 1990 to Feb 20, 2026
Jan 3, 1990 to Feb 20, 2026
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