Measuring volatility of Hitachi Limited’s share using ARCH and GARCH modelling
This paper employs GARCH modeling techniques to investigate the volatility patterns of Hitachi Limited’s share, focusing on their behavior within the Tokyo Stock Exchange. Utilizing STATA, the study analyzes the variations in stock prices, aiming to provide insights into the underlying dynamics of Hitachi Limited’s market performance. By examining volatility trends, the research offers valuable implications for investors and stakeholders navigating the complexities of Hitachi Limited’s stock market dynamics on the TSE.