Hanshin Diesel Works Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:38.81% (+3.36%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6827 | 4.98 | |
| 0.1916 | 7.14 | |
| 0.5887 | 13.23 | |
| 0.1279 | 1.45 | |
| -0.2909 | -2.25 | |
| 0.1183 | 1.42 | |
| 0.1153 | 1.53 | |
| -0.0670 | -1.11 | |
| -0.0269 | -0.50 | |
| 0.0800 | 1.28 | |
| -0.1641 | -2.22 | |
| 0.3433 | 4.27 | |
| -0.5847 | -3.55 |
Estimation Period:
Sep 30, 1993 to Feb 10, 2026
Sep 30, 1993 to Feb 10, 2026
News Impact Curve
Volatility Forecasts
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