Hitachi Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 24th, 2026:49.82% (-1.73%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0926 | 20.52 | |
| 0.0419 | 20.43 | |
| 0.9096 | 439.00 | |
| 0.0628 | 11.28 |
Estimation Period:
Jan 3, 1990 to Feb 20, 2026
Jan 3, 1990 to Feb 20, 2026
News Impact Curve
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