Hitachi Construction Machinery Co Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 24th, 2026:32.69% (-2.35%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2678 | 6.71 | |
| 0.1102 | 9.38 | |
| 0.8264 | 47.11 | |
| 0.0218 | 2.21 | |
| -0.0314 | -2.20 | |
| 0.0066 | 0.67 | |
| 0.0167 | 1.40 | |
| -0.0427 | -1.69 |
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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