Hitachi Ltd GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:52.32% (+5.89%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 4.9176 | 7.05 | |
| 0.0607 | 35.86 | |
| 0.9889 | 583.75 | |
| 6.1618 | 7.98 |
Estimation Period:
Jan 3, 1990 to Feb 13, 2026
Jan 3, 1990 to Feb 13, 2026
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