IHI Corp GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:40.23% (+0.40%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2290 | 17.19 | |
| 0.0689 | 20.79 | |
| 0.8733 | 333.32 | |
| 0.0632 | 8.01 |
Estimation Period:
Jan 3, 1990 to Jan 30, 2026
Jan 3, 1990 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
Other GJR-GARCH Analyses on International Equities