Hitachi Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:55.74% (+10.49%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0929 | 20.53 | |
| 0.0421 | 20.47 | |
| 0.9093 | 437.16 | |
| 0.0631 | 11.29 |
Estimation Period:
Jan 3, 1990 to Feb 13, 2026
Jan 3, 1990 to Feb 13, 2026
News Impact Curve
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