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Hanshin Diesel Works Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:37.13% (-0.77%)
Analysis last updated: Friday, February 6, 2026 at 09:40 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Hanshin Diesel Works Ltd S0GARCH
paramt-stat
ω0.63585.51
α0.18117.08
β0.621414.26
γ10.05861.28
γ2-0.2319-3.51
γ30.25416.49
γ4-0.0942-2.92
γ50.03681.05
γ6-0.0607-1.75
γ70.12143.95
γ8-0.1353-4.97
Estimation Period:
Sep 30, 1993 to Jan 30, 2026
Impact of return on volatility tomorrow
Volatility Forecasts