Hanshin Construction GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:107.75% (-8.90%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2263 | 22.52 | |
| 0.1389 | 31.35 | |
| 0.8481 | 283.35 | |
| 0.0089 | 1.26 |
Estimation Period:
Jan 3, 1990 to Jan 30, 2026
Jan 3, 1990 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
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