Hiroshima Elec Railway Co MF2-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:12.10% (-1.88%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 26 | ||
| 0.3174 | 24.45 | |
| 0.6032 | 36.32 | |
| -0.0710 | -2.35 | |
| 0.0010 | 2.15 | |
| 0.0125 | 6.05 | |
| 0.9871 | 511.21 |
Estimation Period:
Sep 30, 1993 to Feb 10, 2026
Sep 30, 1993 to Feb 10, 2026
News Impact Curve
Volatility Forecasts
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