Hibiya Engineering Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:73.27% (+19.72%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1301 | 17.16 | |
| 0.0589 | 19.82 | |
| 0.8815 | 205.87 | |
| 0.0804 | 10.53 |
Estimation Period:
Jan 4, 1990 to Feb 10, 2026
Jan 4, 1990 to Feb 10, 2026
News Impact Curve
Volatility Forecasts
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