Hitachi Construction Machinery Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:54.74% (-2.05%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1170 | 11.99 | |
| 0.1028 | 10.02 | |
| 0.8484 | 52.20 | |
| 0.0002 | 1.47 |
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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