Hiroshima Elec Railway Co Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:9.24% (-1.26%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1055 | 2.79 | |
| 0.2648 | 5.45 | |
| 0.6018 | 11.07 | |
| 0.0955 | 0.61 | |
| -0.3639 | -1.75 | |
| 0.4418 | 3.95 | |
| -0.2721 | -2.62 | |
| 0.2279 | 2.11 | |
| -0.2064 | -1.87 | |
| 0.1002 | 0.87 | |
| -0.0561 | -0.42 | |
| 0.0358 | 0.26 | |
| 0.0256 | 0.27 |
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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