Hitachi Construction Machinery Co Ltd MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:42.98% (-3.39%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 86 | ||
| 0.0826 | 20.71 | |
| 0.7802 | 70.66 | |
| 0.0573 | 10.55 | |
| 0.1583 | 1.45 | |
| 0.0491 | 1.32 | |
| 0.9260 | 16.85 |
Estimation Period:
Jan 3, 1990 to Feb 10, 2026
Jan 3, 1990 to Feb 10, 2026
News Impact Curve
Volatility Forecasts
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