Hanshin Machinery Co GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:85.57% (-3.35%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1820 | 19.31 | |
| 0.0804 | 16.35 | |
| 0.9183 | 360.27 | |
| -0.0177 | -2.37 |
Estimation Period:
Jan 3, 1990 to Feb 6, 2026
Jan 3, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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