Hankyu Hanshin Hldgs Inc GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:22.61% (-0.67%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0628 | 16.51 | |
| 0.0607 | 17.84 | |
| 0.8913 | 190.48 | |
| 0.0486 | 6.84 |
Estimation Period:
Jan 4, 1990 to Feb 13, 2026
Jan 4, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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