Hiroshima Elec Railway Co GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:12.41% (-0.26%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0159 | 4.51 | |
| 0.0825 | 7.04 | |
| 0.9279 | 159.33 | |
| -0.0345 | -2.62 |
Estimation Period:
Sep 30, 1993 to Feb 13, 2026
Sep 30, 1993 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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