Hankyu Hanshin Reit Inc Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:14.18% (-0.50%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5351 | 5.74 | |
| 0.2015 | 7.65 | |
| 0.6299 | 14.98 | |
| -0.4652 | -2.97 | |
| 0.3789 | 1.60 | |
| 0.1912 | 1.11 | |
| -0.0960 | -0.55 | |
| -0.0127 | -0.08 | |
| -0.1599 | -1.27 | |
| 0.5987 | 4.75 | |
| -0.8999 | -7.02 | |
| 0.7355 | 6.24 | |
| -0.3450 | -3.44 |
Estimation Period:
Nov 10, 2005 to Feb 10, 2026
Nov 10, 2005 to Feb 10, 2026
News Impact Curve
Volatility Forecasts
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