Hanshin Construction GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:83.44% (-5.22%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 20.4004 | 5.14 | |
| 0.1271 | 55.57 | |
| 0.9894 | 480.28 | |
| 4.8791 | 20.25 |
Estimation Period:
Jan 3, 1990 to Feb 13, 2026
Jan 3, 1990 to Feb 13, 2026
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