Hankyu Hanshin Reit Inc Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:13.53% (-1.01%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5252 | 5.66 | |
| 0.2016 | 7.67 | |
| 0.6307 | 15.08 | |
| -0.4822 | -3.08 | |
| 0.4022 | 1.70 | |
| 0.1835 | 1.06 | |
| -0.0941 | -0.54 | |
| -0.0160 | -0.10 | |
| -0.1530 | -1.21 | |
| 0.5958 | 4.72 | |
| -0.9168 | -6.93 | |
| 0.7888 | 5.20 | |
| -0.4738 | -1.97 |
Estimation Period:
Nov 10, 2005 to Feb 13, 2026
Nov 10, 2005 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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