Hanshin Machinery Co Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:81.45% (-4.09%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7500 | 5.95 | |
| 0.0981 | 7.27 | |
| 0.8453 | 42.06 | |
| 0.0279 | 0.59 | |
| 0.0178 | 0.24 | |
| -0.2016 | -3.54 | |
| 0.2654 | 5.01 | |
| -0.0838 | -1.42 | |
| -0.1566 | -2.43 | |
| 0.2878 | 4.16 | |
| -0.2449 | -2.55 | |
| 0.1308 | 1.19 | |
| -0.0659 | -0.87 |
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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