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V-Lab

Hanshin Machinery Co Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:84.99% (-4.03%)
Analysis last updated: Friday, February 6, 2026 at 10:05 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Hanshin Machinery Co SGARCH
paramt-stat
ω0.71055.45
α0.09967.31
β0.844042.50
γ10.00770.15
γ20.05050.67
γ3-0.2261-4.00
γ40.28695.44
γ5-0.0976-1.65
γ6-0.1527-2.36
γ70.28914.12
γ8-0.2420-2.44
γ90.11070.94
γ10-0.0015-0.01
Estimation Period:
Jan 3, 1990 to Jan 30, 2026
Impact of return on volatility tomorrow
Volatility Forecasts