Hanshin Machinery Co MF2-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:82.89% (+4.91%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 36 | ||
| 0.1706 | 19.35 | |
| 0.4639 | 14.24 | |
| -0.0102 | -0.82 | |
| 0.7279 | 1.01 | |
| 0.2583 | 0.94 | |
| 0.6985 | 2.17 |
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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