Hitachi Ltd EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:37.82% (+1.13%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0403 | 17.11 | |
| 0.1533 | 39.06 | |
| 0.9762 | 875.50 | |
| -0.0441 | -12.66 |
Estimation Period:
Jan 3, 1990 to Feb 6, 2026
Jan 3, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other EGARCH Analyses on International Equities