V-Lab: Hitachi Ltd Zero Slope Spline-GARCH Volatility Analysis

V-Lab

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V-Lab

Hitachi Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, May 7th, 2024:41.14% (-2.30%)

Analysis last updated: Saturday, May 4, 2024 at 11:59 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.0820	7.90
$α$	0.0790	8.97
$β$	0.8695	63.18
$γ_{1}$	0.0255	1.02
$γ_{2}$	0.0260	0.70
$γ_{3}$	-0.1529	-5.45
$γ_{4}$	0.1950	6.29
$γ_{5}$	-0.1462	-4.10
$γ_{6}$	0.0614	1.85
$γ_{7}$	-0.0001	-0.00
$γ_{8}$	-0.0120	-0.62

Estimation Period:
Jan 3, 1990 to May 3, 2024

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Volatility Forecasts

Volatility Forecasts