Hitachi Ltd GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, February 24th, 2026:47.36% (-1.78%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 4.9006 | 7.07 | |
| 0.0605 | 35.94 | |
| 0.9888 | 583.73 | |
| 6.1607 | 7.96 |
Estimation Period:
Jan 3, 1990 to Feb 20, 2026
Jan 3, 1990 to Feb 20, 2026
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