Hitachi Construction Machinery Co Ltd GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:44.52% (-2.88%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 6.8444 | 8.02 | |
| 0.0756 | 28.45 | |
| 0.9778 | 331.34 | |
| 5.4529 | 7.50 |
Estimation Period:
Jan 3, 1990 to Feb 13, 2026
Jan 3, 1990 to Feb 13, 2026
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