IHI Corp GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 24th, 2026:60.32% (+0.48%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2319 | 17.38 | |
| 0.0713 | 21.04 | |
| 0.8717 | 328.94 | |
| 0.0615 | 7.73 |
Estimation Period:
Jan 3, 1990 to Feb 20, 2026
Jan 3, 1990 to Feb 20, 2026
News Impact Curve
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