V-Lab: Hitachi Ltd Zero Slope Spline-GARCH Volatility Analysis

V-Lab

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V-Lab

Hitachi Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Wednesday, May 1st, 2024:48.35% (+14.97%)

Analysis last updated: Wednesday, May 1, 2024 at 11:22 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.0833	7.86
$α$	0.0786	8.98
$β$	0.8709	64.01
$γ_{1}$	0.0256	1.02
$γ_{2}$	0.0255	0.69
$γ_{3}$	-0.1521	-5.37
$γ_{4}$	0.1945	6.21
$γ_{5}$	-0.1458	-4.06
$γ_{6}$	0.0613	1.83
$γ_{7}$	-0.0013	-0.04
$γ_{8}$	-0.0102	-0.52

Estimation Period:
Jan 3, 1990 to Apr 26, 2024

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