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V-Lab

Hanshin Diesel Works Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:38.81% (+3.36%)
Analysis last updated: Friday, February 13, 2026 at 09:40 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Hanshin Diesel Works Ltd SGARCH
paramt-stat
ω0.68274.98
α0.19167.14
β0.588713.23
γ10.12791.45
γ2-0.2909-2.25
γ30.11831.42
γ40.11531.53
γ5-0.0670-1.11
γ6-0.0269-0.50
γ70.08001.28
γ8-0.1641-2.22
γ90.34334.27
γ10-0.5847-3.55
Estimation Period:
Sep 30, 1993 to Feb 10, 2026
Impact of return on volatility tomorrow
Volatility Forecasts