Isetan Mitsukoshi Holdings Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:41.24% (-1.87%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1660 | 16.12 | |
| 0.0575 | 17.70 | |
| 0.8928 | 212.92 | |
| 0.0491 | 6.21 |
Estimation Period:
Jan 3, 1990 to Feb 13, 2026
Jan 3, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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