ITOCHU Corp GARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:36.91% (+0.61%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0831 | 24.53 | |
| 0.1132 | 41.23 | |
| 0.8751 | 336.83 |
Estimation Period:
Jan 3, 1990 to Feb 13, 2026
Jan 3, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
Other GARCH Analyses on International Equities