Hitachi Construction Machinery Co Ltd MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:36.29% (+0.20%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 86 | ||
| 0.0822 | 20.65 | |
| 0.7800 | 70.58 | |
| 0.0579 | 10.65 | |
| 0.1582 | 1.45 | |
| 0.0491 | 1.32 | |
| 0.9259 | 16.81 |
Estimation Period:
Jan 3, 1990 to Feb 13, 2026
Jan 3, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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