Isetan Mitsukoshi Holdings Ltd MF2-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 24th, 2026:33.51% (-1.48%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 31 | ||
| 0.1237 | 23.28 | |
| 0.6240 | 38.33 | |
| 0.0552 | 7.27 | |
| 0.1469 | 1.88 | |
| 0.0746 | 2.45 | |
| 0.9008 | 21.03 |
Estimation Period:
Jan 3, 1990 to Feb 20, 2026
Jan 3, 1990 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
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