Hanshin Construction GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:70.63% (-8.39%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 19.9047 | 5.14 | |
| 0.1274 | 54.16 | |
| 0.9891 | 466.11 | |
| 4.9061 | 19.68 |
Estimation Period:
Jan 3, 1990 to Jan 30, 2026
Jan 3, 1990 to Jan 30, 2026
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