Hanshin Diesel Works Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:34.67% (-1.02%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0546 | 9.52 | |
| 0.0575 | 16.17 | |
| 0.9326 | 323.25 | |
| 0.0199 | 3.58 |
Estimation Period:
Sep 30, 1993 to Feb 13, 2026
Sep 30, 1993 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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