Hitachi Ltd MF2-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:59.15% (-4.31%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 26 | ||
| 0.0548 | 19.61 | |
| 0.7242 | 63.90 | |
| 0.1204 | 18.09 | |
| 0.0265 | 2.64 | |
| 0.0313 | 4.26 | |
| 0.9631 | 107.41 |
Estimation Period:
Jan 3, 1990 to Feb 13, 2026
Jan 3, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
Other MF2-GARCH Analyses on International Equities