Isetan Mitsukoshi Holdings Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 24th, 2026:40.93% (-2.16%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.4277 | 9.10 | |
| 0.1108 | 8.76 | |
| 0.8386 | 52.23 | |
| 0.0019 | 3.73 |
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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