Hitachi Construction Machinery Co Ltd GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:47.43% (-3.24%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 6.8596 | 8.03 | |
| 0.0759 | 28.46 | |
| 0.9778 | 331.44 | |
| 5.4591 | 7.51 |
Estimation Period:
Jan 3, 1990 to Feb 10, 2026
Jan 3, 1990 to Feb 10, 2026
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