Hitachi Ltd MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:47.71% (-3.03%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 26 | ||
| 0.0544 | 19.48 | |
| 0.7239 | 63.69 | |
| 0.1206 | 18.11 | |
| 0.0267 | 2.62 | |
| 0.0313 | 4.24 | |
| 0.9630 | 106.59 |
Estimation Period:
Jan 3, 1990 to Feb 10, 2026
Jan 3, 1990 to Feb 10, 2026
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