Hitachi Ltd EGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 24th, 2026:47.90% (-1.38%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0405 | 17.29 | |
| 0.1543 | 39.32 | |
| 0.9762 | 878.66 | |
| -0.0437 | -12.56 |
Estimation Period:
Jan 3, 1990 to Feb 20, 2026
Jan 3, 1990 to Feb 20, 2026
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