Hitachi Construction Machinery Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:41.92% (-2.26%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3010 | 19.52 | |
| 0.0679 | 19.99 | |
| 0.8595 | 237.24 | |
| 0.0572 | 8.57 |
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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