Hitachi Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:38.59% (-1.54%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0928 | 20.47 | |
| 0.0410 | 20.19 | |
| 0.9100 | 438.33 | |
| 0.0633 | 11.39 |
Estimation Period:
Jan 3, 1990 to Jan 30, 2026
Jan 3, 1990 to Jan 30, 2026
News Impact Curve
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