Hitachi Construction Machinery Co Ltd EGARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:37.92% (-2.24%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0874 | 21.02 | |
| 0.1828 | 44.50 | |
| 0.9568 | 415.11 | |
| -0.0459 | -9.29 |
Estimation Period:
Jan 3, 1990 to Feb 13, 2026
Jan 3, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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