Hanshin Machinery Co GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:90.49% (-3.13%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1842 | 19.16 | |
| 0.0733 | 29.08 | |
| 0.9171 | 350.42 |
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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