Hanshin Construction GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:94.62% (-6.16%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2256 | 22.60 | |
| 0.1405 | 31.26 | |
| 0.8480 | 283.81 | |
| 0.0068 | 0.95 |
Estimation Period:
Jan 3, 1990 to Feb 13, 2026
Jan 3, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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